Structured credit handbook

Written by experienced practitioners who have participated in this market since its infancy, each of the thirteen chapters introduces and analyzes a new product and explains its practical applications. A rich set of real-life case studies illustrate the application of each product in a concrete market setting.

The book may be used in a semester-long course on structured credit as part of a business or finance curriculum. Whether you are a market professional, a university student or faculty member, or simply a financially savvy layperson, look no further for an up-to-date and thorough introduction to this rapidly growing and exciting field.

He was previously co-head of U. He has more than two decades of experience in modeling and quantitative analysis. Read online, or download PDF file. Description Table of Contents Authors. The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations CDOs , collateralized loan obligations CLOs , credit derivatives such as credit default swaps and swaptions , and iBoxx indexes.

Readers will also gain a firm understanding of the investment rationale, risks, and rewards associated with CDO investments through this valuable resource. Credit Crises. Edition No. Wiley Finance. All Rights Reserved. This website uses cookies to ensure you get the best experience.