second sister granchester before the fall make the most of Lovereading tudor queens series
Search our site
Then She Was Gone by Lisa Jewell Read the opening extract of the brand new Lisa Jewell book before its publication on 27/07/2017

Asset-backed Credit Derivatives by Peter B. Nowell
  

Asset-backed Credit Derivatives

RRP £99.00

Notify me
when in stock

As soon as this book is back in stock we will send you an email.

Synopsis

Asset-backed Credit Derivatives by Peter B. Nowell

In response to the US sub-prime fiasco and the current liquidity crisis, this is a cutting-edge treatment of credit derivatives linked to asset-backed securities such as mortgage-backed securities and collateralised debt obligations (CDOs). Written by an experienced trader, this guide focuses on real-life examples and deals, rather than theory or complex maths. Accessible to investors at all levels including: The asset-backed credit derivatives; credit default swaps on asset-backed securities (ABS); credit-linked notes and total return swaps; index swaps; synthetic securitisation; synthetic CDOs of ABS; issues in pricing and modelling; and, investment vehicles. It contains comprehensive case studies highlighting the key issues to consider in structuring or risk managing such deals. This book is recommended reading for credit investors including traders, investment managers and pension fund trustees.

About the Author

Peter B. Nowell is the Head of ABS Correlation Trading at BNP Paribas, based in London. He was previously Head of ABS Correlation at The Royal Bank of Scotland, having moved over from the Principal Investments team. Peter has worked in credit derivatives for 10 years, including roles in structured credit trading for Nordea in Copenhagen and IXIS Capital Markets in London. Before moving into banking, Peter qualified as a chartered accountant whilst working for Coopers & Lybrand in 1997, and obtained his BA (Hons) degree from Durham University in 1993.

More books by this author
Author 'Like for Like' recommendations

Loading other formats...

Book Info

Publication date

31st March 2008

Author

Peter B. Nowell

More books by Peter B. Nowell
Author 'Like for Like'
    recommendations

Publisher

Risk Books

Format

Hardback
236 pages

Categories

Finance

ISBN

9781904339977

I recommend Lovereading because you get honest reviews on a whole range of genres-there's something for everyone. It's the only site I need.

Sian Spinney

You'll always find what you never knew you were looking for and you're always spoilt for choice.

Helen Jones

Lovereading - a community of people passionate about reading and sharing their views. An incomparable website for book lovers.

Helen Clark

Lovereading has all the new books and also suggestions for 'similar' authors whilst waiting for your favourites new books.

Carol Peace

Lovereading always comes up with great suggestions and has introduced me to enjoyable books and new authors to discover.

Gaynor Passmore

I read new, exciting writers and established authors before publication and there is a great website full of brilliant books and opinions.

Lynda

The selections are so varied and the reader reviews are so helpful. A fantastic website for those who love books.

Ann Quintilla

It gives a chance to read about new titles, invites comments from all kinds of readers and is run by such a nice bunch of book lovers.

Joy Bosworth

Lovereading4kids

Lovereading4schools