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《Credit Derivatives Handbook 2007》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、THIRDEDITION2007CreditDerivativesInsightsSingleNameInstruments&StrategiesPrimaryAnalysts:SivanMahadevanVishwanathTirupatturPeterPolanskyjPhanikiranNaraparajuPinarOnurAndrewSheetsTheCreditDerivativesInsightsSeriesTheSingleNameInstruments&Strategiesbook,nowinitsthirdprinting,containsselectpreviouslypu
2、blishedresearchreportsoncreditinvestmentstrategies,creditderivativesinstrumentsandvaluationtechniquesfromourCreditDerivativesInsightspublications.Italsocontains“primers”oncreditderivativesconceptsandaglossarywithbriefdefinitionsfornearly150termsusedinthemarket.Wehaveorganizedthebookintosixbroadsecti
3、ons:instrumentsandprimers,valuationandinvestmentframeworks,basisideas,creditcurves,optionsandembeddedoptions,andcreditmarketthemes.Thereare61chaptersinall.TheThirdEdition–What’sNew?Thisthirdeditioncontains15newandnumerousrevisedchaptersfocusedonavarietyoftopics.Givenrecentinnovation,wehaveincludedre
4、portsonrangeaccrualnotes,fixedrecoveryindices,indexarbitrageandCDSreferencingsecuredloans,ABSCDSandcashflowCDOs.TheactivecorporaterestructuringenvironmentmotivatedreportsonCDSsuccessionanddeliverabilityissues.Withsharpchangesincashvs.CDSbasisrelationships,wehaveincludedreportsonthisnewbasisregime,bo
5、thunsecuredandsecured(LCDS).Finally,adeeperandincreasinglymoreliquidcreditmarketmotivatednewmaterialoncurvetradingstrategies,forwardrelationships,andcreditoptions.WehopeMorganStanleyclientsfindthisbookuseful,andwewelcomeanyfeedbacksothatwecanimprovefutureeditions.THIRDEDITION2007CreditDerivativesIns
6、ightsSingleNameInstruments&StrategiesPrimaryAnalysts:SivanMahadevanVishwanathTirupatturPeterPolanskyjPhanikiranNaraparajuPinarOnurAndrewSheetsThePrimaryAnalyst(s)identifiedabovecertifythattheviewsexpressedinthisreportaccuratelyreflecthis/her/theirpersonalviewsaboutthesubjectsecurities/instruments/is
7、suers,andnopartofhis/her/theircompensationwas,isorwillbedirectlyorindirectlyrelatedtothespecificviewsorrecommendationscontainedherein.Thisreporthasbeenpreparedinaccordancewithourconflictmanagementpoli
