The Structured Credit Handbook

Description

The Structured Credit Handbook; Contents; Acknowledgments; About the Authors; About the Contributors; Introduction: A Roadmap of the New World of Structured Credit; How Structured Credit Completes Markets; Enabling Technology; Improved Liquidity, Transparency, And Customizability; Growth Of Structured Credit Markets; Core Uses Of Structured Credit; Who Should Read This Book?; How This Book Is Organized; Part I: Index and Single-Name Products; Chapter 1: A Primer on Credit Default Swaps; Chapter 2: Credit Default Swaptions; Chapter 3: Constant Maturity Credit Default Swaps.;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. Filled with in-depth insight and expert advice, The Structured Credit Handbook covers all aspects of the synthetic arbitrage CDO market, including new instruments such as CDO2. Readers will also gain a firm understanding of the investment rationale, risks, a.