Business & Economics Books:

Credit Derivatives

The Definitive Guide



Customer rating

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Share this product

Credit Derivatives
Sorry, this product is not currently available to order


As a guide to the purchase and use of credit derivatives, this definitive guide has no equal. With succinct presentation of all the important facts and key techniques used in the market, Credit Derivatives' 21 chapters will bring you right up-to-date with all the inside knowledge you need to aid your progress in this complex industry.

Author Biography

Jon Gregory is global head of the research team for credit trading and derivatives at BNP Paribas. His team has provided the quantitative foundations for the rapid growth of the BNP Paribas credit derivative desks in London, New York, Hong Kong and Tokyo, since the BNP and Paribas merger in 2000. Jon joined Paribas in 1997 and was responsible for the development of the internal model for analysing the economic capital of the fixed income division. In addition to his work on credit risk modelling he has worked on pricing and risk management issues in interest-rate and equity and insurance derivatives. His main interest lies in reconciling theoretical and practical approaches for pricing, hedging and managing credit risk. He worked in the Fixed Income division of Salomon Brothers (now part of Citigroup) prior to joining Paribas in 1997. In addition to publishing papers on the pricing of credit risk and related topics, he is co-author of the best selling book Credit: The Complete Guide to Pricing, Hedging and Risk Management, short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon gained a BSc from the University of Bristol in 1993 and was awarded his PhD from Cambridge University in 1996.
Release date NZ
September 1st, 2003
Edited by Jon Gregory
Country of Publication
United Kingdom
Risk Books
Product ID

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

  • If you think we've made a mistake or omitted details, please send us your feedback. Send Feedback
  • If you have a question or problem with this product, visit our Help section. Get Help
Filed under...

Buy this and earn 1,391 Banana Points