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- DescriptionOver the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6. 4 billion (in notional amounts) from virtually nothing in 1995.
- Author BiographyRICHARD BRUYERE, a partner of Finance Concepts (capital markets and risk management consulting), is a former credit derivatives professional with experience in marketing, trading and structuring credit derivatives with SG and Credit Suisse First Boston. He is the author of Produits drivs de crdit (Economical: 1998, 2004). RAMA CONT is a research scientist at Centre de Mathematiques Appliques, Ecole Polytechnique (France) and founding partner of Finance Concepts. He is the author of several research articles in quantitative finance and co-author of Financial modelling with jump processes (CRC Press, 2003) and Produits drivs de crdit (Economica: 2004). RGIS COPINOT is a Managing Director in Socite Gnrales Credit trading department specialist in non-investment grade credits. He has worked on derivatives products since 1992 in the London markets first in the field of Commodities Options (1992) later in Interest Rates Options (1994) and since 1998 in Credit Derivatives. Rgis Copinot is graduated from Ecole Centrale Paris. He is a co-author of Produits drivs de crdit (Economica: 2004). LOC FERY is managing director in the Capital Markets division of Calyon. He is in charge of the global Structured Credit & CDO product-line, which includes correlation trading, as well as Cash and Synthetic CDO structuring. Loc Fery is graduated from HEC (Paris). CHRISTOPHE JAECK joined Socit Gnrale credit derivatives department in 1998. In charge of structured operations on balance sheet management (synthetic CLOs) until 2001, he is now Head of synthetic CDOs activity development in Europe. Christophe Jaeck is a graduate from ENSAE. THOMAS SPITZ began his career in Socit Gnrale as a credit derivatives trader. He joined Crdit Agricole Indosuez in 2001 as Head of Credit derivatives trading both on Europe and the United States. Since 2004, in Calyon, he is the Head of Trading and Risk Management team for the Structured Credit, Deivatives & CDO Group. Thomas Spitz is a graduate from ENSAE.
- Author(s)Christophe Jaeck,Loic Fery,R. Bruyere,Rama Cont,Regis Copinot,Thomas Spitz
- PublisherJohn Wiley and Sons Ltd
- Date of Publication02/12/2005
- GenreFinance & Accounting
- Series TitleWiley Finance Series
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Content NoteIllustrations
- Weight720 g
- Width181 mm
- Height251 mm
- Spine23 mm
- Translated byGabrielle Smart
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