Structured Credit Products: Credit Derivatives and Synthetic Securitisation

Foreword.Preface.Acknowledgements.About the Author.PART I: CREDIT RISK AND CREDIT DERVIATIVE INSTRUMENTS.Chapter 1. Credit Risk.Chapter 2. Credit Derivatives: Unfunded Instruments.Chapter 3. Credit Derivatives: Funded Instruments.Chapter 4. Credit Derivatives: Basic Applications.Chapter 5. Credit Derviatives: Pricing and Valuation.Chapter 6. Credit Default Swap Pricing.Chapter 7. The Asset Swap- Credit Default Swap Basic I.Chapter 8. The Credit Default Swap Basis II: Analyzing the Relationship between Cash and Synthetic Markets.PART II: STRUCTURED CREDIT PRODUCTS AND SYNTHETIC SECURITISATION.Chapter 9. An Introduction to Securitisation.Chapter 10. Synthetic Collateralised Debt Obligations.Chapter 11. Integrating Cash and Synthetic Markets: Multi-SPV Credit Hybrid CDO Structure.Chapter 12. Synthetic CDOS: Risk and Return.Chapter 13. Basic Principles in CDO Valuation and Cashflow Waterfall Models. Chapter14. Synthetic Mortgage-backed Securities.Chapter 15. Synthetic Conduit and Repackaged Transactions. Glossary.Index.