Credit Derivatives
Application, Pricing, and Risk Management
By: Gunter Meissner (Hawaii Pacific University)
Reviews
"Gunter Meissner has pulled off the nearly impossible in this very valuable book on
credit risk and credit derivatives. The book has something practical and useful for
everyone from serious student...
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Description
The market for credit derivatives--financial instruments designed to transfer credit risk
from one party to another--has grown exponentially in recent years, with volume expected
to reach more than $4.8 trillion by 2004. With demand increasing from the private sector
for finance professionals trained in the opportunities--and dangers--inherent in this
fast-changing market, finance courses are already springing up to meet this need.
Credit Derivatives:
Explains the field of credit derivatives to business students with a background in finance
Cites real-world examples throughout, reinforced by end-of-chapter questions and internet
links to pricing models
Provides a concise overview of the field that is ideal for instructors seeking to
supplement traditional derivatives course material, as well as those looking to offer a
stand-alone course on credit derivatives.
Table of Contents
Introduction: The Basics of Credit Derivatives
1. The Market for Credit Derivatives
2. Credit Derivative Products
3. Synthetic Structures
4. Application of Credit Derivatives
5. The Pricing of Credit Derivatives
6. Risk Management with Credit Derivatives
About the Author
Gunter Meissner is Professor of Finance at Hawaii Pacific University, and is author of
Outperform the Dow: Using Options, Futures, and Portfolio Strategies to Beat the Market
(Wiley, 2000). He is also Founder and President of Derivatives Software.
Hardback
248 pages
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