Credit Derivatives and Structured Credit Trading

Foreword. Preface. PART 1 MARKET, INSTRUMENTS AND MOTIVATIONS. Chapter 1: Credit derivatives: Structure, evolution, motivations, and economics. Chapter 2: Credit derivatives: Market, evolution, and current status. PART 2 SINGLE-NAME INSRTUMENTS. Chapter 3: Credit default swaps. Chapter 4: Total rate of return swaps. Chapter 5: Credit-linked notes. Chapter 6: Credit default swaps on asset-backed securities and derivatives exposures. Chapter 7: Loan-only CDS. Chapter 8: Credit derivatives options and volatility trades. Chapter 9: Equity default swaps, recovery swaps and other exotic products. PART 3 PORTFOLIO PRODUCTS. Chapter 10: Portfolio credit derivatives and introduction to structured credit trading. Chapter 11: Introduction to collateralized debt obligations. Chapter 12: Index trades. Chapter 13: Single-tranche synthetic CDOs, CPDOs, and other CDO innovations. Chapter 14: CDO case studies. Chapter 15: Credit derivative product companies. PART 4 PRICING AND VALUATION OF CREDIT DERIVATIVES. Chapter 16: Approaches to quantification of credit risk. Chapter 17: Pricing of a single name credit derivative. Chapter 18: Pricing of a portfolio credit default swap. PART 5 LEGAL, REGULATIORY, OPERATIONAL, TAX AND ACCOUNTING ASPECTS. Chapter 19: Legal aspects of credit derivatives. Chapter 20: Documentation for credit derivatives. Chapter 21: Taxation of credit derivatives. Chapter 22: Accounting for credit derivatives. Chapter 23: Regulatory capital and other regulations on credit derivatives. Chapter 24: Operational issues. Chapter 25: Credit derivatives terminology. Index.