Written by professionals for professionals, Credit   Derivative Strategies is an in-depth, comprehensive guide to investing with   credit derivatives. Emphasizing real-world applications, the contributors   cover three broad topics:    * investment strategies currently used by institutional investors and   hedge funds, including ways to find opportunities in relative value,   distressed debt, and synthetic collateralized debt obligations   (CDOs).    * risk management strategies designed to construct and optimize   portfolios containing complex credit derivatives, including up-to-date   techniques for evaluating event risk.     * pricing and valuation of credit default swaps, CDOs, and other   products, including variations of time-to-default copula models.    These investment, risk management, and pricing strategies will keep   experienced derivatives traders ahead of the curve. A special section   describing the mechanics of twenty-two credit products will orient those   new to the rapidly expanding market of credit derivatives.    The contributing authors of this book are practicing professionals with   experience in leadership positions at Merrill Lynch, TriPoint Asset   Management, UBS, Salomon Smith Barney, Perry Capital, Nomura Securities   International, Dalton Investments, Deutsche Bank, Credit Suisse, Kenmar   Global Investment Management, and Citigroup.    This book qualifies for 7.5 PD credits under the guidelines of the CFA   Institute Professional Development Program.

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