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Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.

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Book Details

ISBN: 9780071453141
ISBN-10: 0071453148
Format: Hardback
(237mm x 158mm x 30mm)
Pages: 304
Imprint: McGraw-Hill Professional
Publisher: McGraw-Hill Education - Europe
Publish Date: 19-Sep-2006
Country of Publication: United States


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Author Biography - Paul Siegel

Paul Siegel (New York, NY) is chairman and CEO of The Globecon Group, a leadingprovider of consulting, education, training, and other professional development services toclients including ABN AMRO, J. P. Morgan, Deutsche Bank, and Moody's. Siegel previouslyheld executive positions at Olympia & York, Cushman & Wakefield, and Daiwa SecuritiesAmerican.

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