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Author:   Jochen Felsenheimer ,  Philip Gisdakis
Publisher:   Wiley-VCH Verlag GmbH
Imprint:   Blackwell Verlag GmbH
Dimensions:   Width: 16.40cm , Height: 2.80cm , Length: 24.10cm
Weight:   0.590kg
ISBN:  

9783527503759

ISBN 10:   3527503757
Pages:   277
Publication Date:   14 May 2008
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Out of Print
Availability:   Out of stock  

Table of Contents

Foreword. Preface. Acknowledgements. 1. Prologue: Chronology of a Crisis. 1.1. The subprime turmoil included all ingredients of a severe financial markets crisis. 1.2. An exemplary credit crisis. 1.3. The chronology of a crisis - The US subprime crisis. 2. Credit Instruments. 2.1. Bonds. 2.2. Loans. 2.3. Credit Default Swaps. 2.4. CDS Indices. 2.5. Tranches. 2.6. Securitization. 3. Credit Players. 3.1. Banks. 3.2. Fannie Mae and Freddy Mac. 3.3. Money Market Funds. 3.4. Central Banks. 3.5. Hedge Funds. 3.6. Bond Insurer. 3.7. Private Equity Sponsors. 4. Credit Strategies. 4.1. Leverage. 4.2. Leveraged Super Senior Tranches. 4.3. Constant Proportion Debt Obligations. 4.4. Structured Investment Vehicles. 4.5. Collateralized Debt Obligations. 4.6. Structured-Squared Madness. 5. The Anatomy of a Credit Crisis. 5.1. Introduction. 5.2. Crisis Classification. 5.3. A brief history of credit crises. 5.4. What can we learn from existing crises models? 5.5. The credit cycle. 6. Epilogue: How Can we Avoid Credit Crises in the Future? Index.

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Author Information

Dr. Jochen Felsenheimer works in the Global Research department at Unicredit. He heads the Credit Strategy & Structured Credit Team. He holds a PhD degree in Economics from Ludwig-Maximilians-Universität München. Dr. Philip Gisdakis works as a Senior Quantitative Credit Strategist at Unicredit. He studied Mathematical Finance at the University of Oxford and holds a PhD degree in Theoretical Chemistry from Technische Universität München.

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