jeddie
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| Total Posts: 4 |
| Joined: Feb 2012 |
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I'm really an options guy at heart, but I've found myself drawn to credit derivatives recently, particularly credit default swaps. Does anybody have a good beginner's book to recommend that will give me a solid background on these instruments?
Thanks. |
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sfca
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| Total Posts: 844 |
| Joined: May 2004 |
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| Your question should likely be in the books section. If you go to Wikipedia and look for "Credit Derivative", two references at the bottom of the page include JP Morgan's Guide to Credit Derivatives and Lehman Brother's Guide to Exotic Credit Derivatives. They are both lengthy and free. They are a little old, so some of it is wrong now, but its a good start. If you insist on spending money for it, two popular books are Schonbucher's Credit Derivatives Pricing Models and O'Kane's Modelling Single-Name and Muli-Name Credit Derivatives. |
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jeddie
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| Total Posts: 4 |
| Joined: Feb 2012 |
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| Thanks for the recommendations... my fault on asking that in this part of the phorum... I had looked for a "Books" section but couldn't find it. |
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