Credit Derivatives by Geoff Chaplin
Covers subjects including credit bonds, asset swaps and related issues such as liquidity, poor data, and credit spreads to innovations in portfolio products and hedging. This book concentrates on practical issues and develops an understanding of the products through applications and analysis of the risks and alternative means of trading.
GEOFF CHAPLIN studied mathematics at Cambridge (MA 1972) and Oxford (MSc 1973, DPhil 1975) and qualified as an actuary (FFA 1978) while working in a life insurance company. He moved to the City in 1980 and has worked for major banks (including HSBC, Nomura International, and ABN AMRO) as well as consulting to hedge funds, corporate treasurers, and institutional investment funds. He has been involved in the credit derivatives market since 1996 and has both traded portfolio products and developed risk management systems for these products. In addition to consulting and training for the major financial institutions, Geoff has maintained strong academic interests and was a visiting (emeritus) professor at the University of Waterloo (Canada) from 1987 until 1999. He has also published many articles (in Risk, the Journal of the Institute and Faculty of Actuaries, and others) and speaks regularly at conferences on credit derivatives.
| SKU | Unavailable |
| ISBN 13 | 9780470024164 |
| ISBN 10 | 047002416X |
| Title | Credit Derivatives |
| Author | Geoff Chaplin |
| Series | Wiley Finance Series |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | John Wiley and Sons Ltd |
| Year published | 2005-05-20 |
| Number of pages | 336 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |