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Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition 2nd Edition

by Janet M. Tavakoli (Author)
4.0 4.0 out of 5 stars 17 ratings
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Fully revised and updated
Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures.
"If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book."
--Merton H. Miller, winner, Nobel Prize in Economics, 1990
"Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution . . ."--Carl V. Schuman, Manager, Credit Derivatives, West LB New York
Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicago branch of Bank of America, where she directs the company's overall marketing of global derivatives and manages its CreditMetrics initiative.
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  1. ISBN-10
    047141266X
  2. ISBN-13
    978-0471412663
  3. Edition
    2nd
  4. Publisher
    Wiley
  5. Publication date
    June 29, 2001
  6. Language
    English
  7. Dimensions
    6.4 x 1.2 x 9.3 inches
  8. Print length
    304 pages
  9. See all details
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Product details

  • Publisher ‏ : ‎ Wiley; 2nd edition (June 29, 2001)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 304 pages
  • ISBN-10 ‏ : ‎ 047141266X
  • ISBN-13 ‏ : ‎ 978-0471412663
  • Item Weight ‏ : ‎ 1.35 pounds
  • Dimensions ‏ : ‎ 6.4 x 1.2 x 9.3 inches
  • Customer Reviews:
    4.0 4.0 out of 5 stars 17 ratings

About the author

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Janet M. Tavakoli

Janet M. Tavakoli

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Janet Tavakoli is the president of Tavakoli Structured Finance, a derivatives risk consulting firm for financial institutions. She has worked as a chemical engineer, earned her MBA from the University of Chicago, taught derivatives as an adjunct associate professor of finance at the University of Chicago's Booth Business School (Graduate School of Business), and worked for Wall Street firms in New York, Tokyo, and London. She was born and raised in Chicago, Illinois, lived in Iran during the Islamic revolution, lived in New York for a decade, lived in London for several years, and has traveled extensively for business and pleasure in Europe and Japan.

She is the author of Credit Derivatives (Three editions; Wiley 1998, 2001, and Lyons McNamara 2022), Risk (2016), Decisions: Life and Death on Wall Street (2015), , Structured Finance & Collateralized Debt Obligations (Wiley 2003, 2008), and Dear Mr. Buffett: What an Investor Learns 1,269 Miles from Wall Street, (Wiley 2009).

The New Robber Barons (Lyons McNamara, 2013), is a compilation of her web-based commentaries since the September 2008 financial crisis through February 2012.

Archangels: Rise of the Jesuits (Lyons McNamara, 2013) is her financial-fiction debut thriller.

Unveiled Threat: A Personal Experience of Fundamentalist Islam and the Roots of Terrorism (Lyons McNamara, 2014) is a non-fiction thriller and commentary.

Ms. Tavakoli is frequently quoted in the Wall Street Journal, Financial Times, New York Times, Business Week, Bloomberg News. Television appearances include CBS's 60 Minutes, CNN, C-Span, CNBC, BNN, CBS Evening News, Bloomberg TV, Fox, ABC, and BBC.

Trade books: www dot tavakolistructuredfinance dot com

Novels: www dot janettavakoli dot com

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4 out of 5 stars
17 global ratings

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Top reviews from the United States

  • Chiangnan Chao
    5.0 out of 5 stars Five Stars
    Reviewed in the United States on November 2, 2017
    Verified Purchase
    good
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  • "sosoham2"
    3.0 out of 5 stars Not Nearly as Easy as Advertized
    Reviewed in the United States on May 27, 2003
    The author (plus various reviewers) touted this book as an accessible primer to derivatives. This prompted me to try it out. After 40 pages I realized this book was actually meant for people with AT LEAST basic degrees in finance. If you don't have a decent finance background, you'd be busy CHEWING gingko biloba at the end of the TRORS chapter.
    In a nutshell, If you are like me (fresh off books like Beating The Street or Stocks For the Long Run), this is not the next step. Maybe you should get that MBA first.
    10 people found this helpful
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  • AlphaMale
    5.0 out of 5 stars Recommendation from a Credit Derivatives Trader
    Reviewed in the United States on October 15, 2005
    This is my fourth purchase; this one is for a new analyst I hired. I have read Janet Tavakoli's book as well as all of the current literature on credit derivatives. This book is one of the best books on derivatives I have read in terms of style of writing and content (I'm not after the mathematics on finance; there are plenty of those). I am a current successful credit derivatives trader.
    23 people found this helpful
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  • K. J. Broekema
    4.0 out of 5 stars a practical guide
    Reviewed in the United States on October 31, 2006
    Verified Purchase
    This is a good book about how credit risk derivatives are handled in the daily practice of a big international bank. Although the author clearly knows her math the book contains hardly any formula. Since I am a model builder and most clients of our treasury consultancy firm are medium seize companies there initially was a misfit. However this book is a very good antidote for people putting too much faith in mathematical models. I can not help being one of them. I liked the down to earth approach very much. In the end I learned a lot more than I thought I would.
    3 people found this helpful
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  • Dr. Franco Arda
    5.0 out of 5 stars Derivatives Sales view:
    Reviewed in the United States on March 24, 2004
    POSITIVE POINTS: Best indepth book on Credit Derivatives. Very readable. Explains very nicely why this derivatives are so important for banks. Non technical.
    NEGATIVE POINTS: Focus on banks with only a little chapter on Credit Derivatives as investment products. No explanation how those derivatives are priced (but hey, there are loads of technical books)
    16 people found this helpful
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  • Mandre Vinod Vijay
    4.0 out of 5 stars Good collection
    Reviewed in the United States on March 26, 2005
    I am a Fin Math student and by now a Google search expert. I do have this book from my library and it requires patience .

    Personally I would keep it that way borrow from a library and read free research on the net with more math. It is a good buy for a practioner who needs to refer various structures and market structure in one place. The author has definetely put in effort to collate all her years of market experience.
    4 people found this helpful
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  • Myron Goldberg
    1.0 out of 5 stars Outdated doorstop
    Reviewed in the United States on November 7, 2003
    This book is outdated for practitioners, but may be of some use to summer interns or undergraduate students. While there are many glowing reviews of this effort they are dated and, quite frankly, examples of puffery. The author must spend her spare time writing book reviews for Amazon. The book has had its moment, but that moment was several years ago. I would encourage others to look for another text.
    8 people found this helpful
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  • J. Toromoreno
    4.0 out of 5 stars Great Book
    Reviewed in the United States on March 30, 2007
    Great book for introduction of CDS and other structured products. I work in risk and this book helped clarify several things.
    One person found this helpful
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Top reviews from other countries

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  • Bondi_Dan
    3.0 out of 5 stars Written before the advent of the "Euro" much of the novel is irrelevant
    Reviewed in the United Kingdom on August 8, 2016
    Verified Purchase
    This was an "OK" book. Ms. Tavakoli knows hers stuff, for sure, however I found the way she packaged her examples in a "plain vanilla wrapping" a little confusing. Would have been better saying "Company A" needs this . . . . rather than Buyer/Offerer etc.

    Written before the advent of the "Euro" much of the novel is irrelevant as great focuses on geo-political machinations of smaller, now former, European currencies.

    If you know nothing this will help you understand Derivatives better, but this is not a text book.
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  • TM
    3.0 out of 5 stars Une mise à jour serait bienvenue
    Reviewed in France on July 8, 2016
    Verified Purchase
    Ce marché, comme bien d'autres, a été considérablement remis en cause par la crise de 2008. L'ouvrage ne démérite pas, mais gagnerait dès lors à être actualisé pour tenir compte de la nouvelle donne, notamment réglementaire.
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  • The Reader
    4.0 out of 5 stars Good Book
    Reviewed in the United Kingdom on February 8, 2013
    Verified Purchase
    Sometimes difficult to read but a great knowledge source for credit derivatives. If you get this you will learn an awful lot about derivatives
    Well worth the effort
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