Credit derivatives have become one of the fastest-growing areas of interest in global derivatives and risk management. In Credit Derivatives, Mark Anson skillfully examines this unique investment tool that is now being used to manage credit risk in banking and capital markets around the world. Credit Derivatives discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. This essential guidebook to credit derivatives covers key topics including, credit swaps, credit forwards, credit linked notes, and credit derivative pricing models. Anson also touches on other important credit derivative issues by discussing the implications of credit risk management as well as credit derivative regulation.
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Credit derivatives have become one of the fastest-growing areas of interest in global derivatives and risk management. In Credit Derivatives, Mark Anson skillfully examines this unique investment tool that is now being used to manage credit risk in banking and capital markets around the world. Credit Derivatives discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. This essential guidebook to credit derivatives covers key topics including, credit swaps, credit forwards, credit linked notes, and credit derivative pricing models. Anson also touches on other important credit derivative issues by discussing the implications of credit risk management as well as credit derivative regulation.
About the Author
Mark J.P. Anson, PhD is the Portfolio Manager for the OppenheimerFunds Real Asset Fund. Prior to joining OppenheimerFunds, he was a Registered Options Principal in Equity Derivatives for Salomon Brothers Inc., and a practicing attorney specializing in the futures and derivatives markets. Dr. Anson is a frequent contributor to academic and professional publications on the topics of risk management, derivatives, and portfolio management. Dr. Anson earned his law degree from the Northwestern University School of Law and his PhD and Masters in Finance from the Columbia Graduate School of Business. He has also earned the Chartered Financial Analyst, Certified Public Accountant, and Certified Management Accountant degrees.
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Most Helpful Customer Reviews
2 of 3 people found the following review helpful:
5.0 out of 5 stars
Actually pretty interesting,
By A Customer
This review is from: Credit Derivatives (Frank J. Fabozzi Series) (Hardcover)
Mr. Anson writes a very interesting, and easy to read book about a very difficult subject. Anybody who is interested in credit derivatives should definitely buy this book.
0 of 3 people found the following review helpful:
1.0 out of 5 stars
BOOOORING,
By A Customer
This review is from: Credit Derivatives (Frank J. Fabozzi Series) (Hardcover)
Mark Anson manages to write one of the most horrible books about derivatives. Mr.Anson's ideas are dated and wouldn't be much help to anyone. I feel sorry for the CalPERS fund if this is the brainpower they have running it.
1 of 7 people found the following review helpful:
3.0 out of 5 stars
nothing new,
By patrick robert (manchester, UK) - See all my reviews
This review is from: Credit Derivatives (Frank J. Fabozzi Series) (Hardcover)
despite being new (june 99) this book does not bring much new knowledge
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Inside This Book
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First Sentence:
Credit derivatives are financial instruments that are designed to transfer the credit exposure of an underlying asset or issuer between two or more parties. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
binary credit option, credit protection seller, referenced asset, credit protection buyer, rated bank loans, referenced issuer, credit default option, current credit spread, credit risky debt, credit call option, referenced credit, credit spread options, credit risky assets, credit swap, total return receiver, total return payer, underlying economic variable, swap income, credit risky bond, appreciated financial position, referenced security, credit derivative transaction, underlying issuer, credit default swap, credit forwards Key Phrases - Capitalized Phrases (CAPs): (learn more)
Reference Entity, Calculation Agent, Reference Obligation, Niagra Mohawk Power, Basle Accord, Federal Reserve System, Reference Price, The Journal, Cross Acceleration, Cross Default, Riverwood International, Monte Carlo, United States, Credit Risk Derivatives, Federal Deposit Insurance Corporation, Republic of Argentina, Tax Treatment of Total Return Swaps, Federal Reserve Board, Notice of Publicly Available Information New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Credit derivatives are financial instruments that are designed to transfer the credit exposure of an underlying asset or issuer between two or more parties. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
binary credit option, credit protection seller, referenced asset, credit protection buyer, rated bank loans, referenced issuer, credit default option, current credit spread, credit risky debt, credit call option, referenced credit, credit spread options, credit risky assets, credit swap, total return receiver, total return payer, underlying economic variable, swap income, credit risky bond, appreciated financial position, referenced security, credit derivative transaction, underlying issuer, credit default swap, credit forwards Key Phrases - Capitalized Phrases (CAPs): (learn more)
Reference Entity, Calculation Agent, Reference Obligation, Niagra Mohawk Power, Basle Accord, Federal Reserve System, Reference Price, The Journal, Cross Acceleration, Cross Default, Riverwood International, Monte Carlo, United States, Credit Risk Derivatives, Federal Deposit Insurance Corporation, Republic of Argentina, Tax Treatment of Total Return Swaps, Federal Reserve Board, Notice of Publicly Available Information New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 11
books:
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26
books
cite this book:
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- Bond Portfolio Management, 2nd Edition by Frank J. Fabozzi CFA in Index
- Selected Topics in Bond Portfolio Management (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA in Index
- Bond Markets, Analysis and Strategies (6th Edition) by Frank J. Fabozzi on page 20
- Asset-Backed Securities (Frank J. Fabozzi Series) by Anand K. Bhattacharya in Index
- The Handbook of Commercial Mortgage-Backed Securities, 2nd Edition by Frank J. Fabozzi CFA in Index
See all 11 books this book cites
- on 5 pages
- The Mathematics of Financial Modeling and Investment Management (Frank J. Fabozzi Series) by Sergio M. Focardi on 5 pages
- Handbook of Alternative Assets (Wiley Desktop Editions) by Mark J. P. Anson PhD CFA on 4 pages
- Professional Perspectives on Fixed Income Portfolio Management, Volume 1 by Frank J. Fabozzi CFA on page 217, page 227, and page 233
- The Handbook of Corporate Debt Instruments by Frank J. Fabozzi CFA on page 507, and page 513
See all 26 books citing this book
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