Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to ve

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since th

A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisation

In the decade since the credit derivatives market started, financial professionals have become increasingly sophisticated. Most books on the subject have not ke

From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling ana