Sovereign Derivatives + Website: Analysis, Regulation, and Valuation

Sovereign Derivatives + Website: Analysis, Regulation, and Valuation

Hardback Wiley Finance (Hardcover)

By (author) Pablo Triana

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  • Publisher: John Wiley & Sons Inc
  • Format: Hardback | 304 pages
  • Dimensions: 168mm x 243mm x 19mm | 510g
  • Publication date: 22 July 2015
  • Publication City/Country: New York
  • ISBN 10: 1118550544
  • ISBN 13: 9781118550540

Product description

A technical guide to the analysis, regulation, and valuation of sovereign derivatives with case studies Though sovereign derivatives are quickly proliferating in the marketplace, few have a thorough understanding of them. In this book, derivatives expert Pablo Triana explains sovereign derivatives and the sovereign debt market, along with interest rate swaps and options, cross currency and extension swaps, debt manipulation via swaps, mark-to-market issues, pre-hedges, and more. With a focus on real-life developments and practices supported by case studies, the book takes a global approach to the topic that draws on market realities today, as well as key historical realities. Ideal as a technical manual on the issues facing Europe and the global financial markets, Sovereign Derivatives covers such topics as derivatives and public debt management, the sovereign CDS market, Basel III, the Greek CDS saga, bank derivatives exposure to systemic risk, derivatives as tools to promote development, Libor manipulation, and much more. Serves as a much-needed go-to reference to a little understood topic Ideal for risk professionals, derivatives traders, CFOs, institutional investors, central bankers, regulators, and financial consultants Includes real-world case studies and a high level of technical detail

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