Credit Derivatives : Trading, Investing,and Risk Management

Credit Derivatives "Geoff has pulled out all the stops to create the ultimate guide to OTC credit. A fantastic introduction to structured credit combined with insightful analysis on the issues affecting the industry today." Simon Mott, Head of Marketing, Credit Market Analysis "Practical, clear, useful and thorough the second edition brings the book up to date and gives anyone with an interest in credit derivatives (investors, risk managers, traders, senior management, auditors and control functions) a sound knowledge of the subject." Robert Baker, Reoch Credit Partners "The first addition has become somewhat of a must have on the shelf of anyone interested in credit derivatives. Unlike a lot of his peers, Geoff Chaplin manages to write a book in a way that is both easily accessible and practically useful; and without economizing on the academic rigour. I found it both eminently readable and peppered with realistic examples. Furthermore it challenges the reader to discover the intricacies of the credit derivative market for themselves by providing them with industry standard tools. The new addition updates the reader on the more recent developments in the credit derivative market; touching upon both the rationale as well as the math. I cannot recommend it more highly!" Darren Smith, Head of Credit Structuring, WestLB AG