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About the Contributors ix Introduction 1 PART ONE_|_INVESTMENT STRATEGIES 1 Eight Relative Value Opportunities 7 CHRISTOPH KLEIN, Head of Credit Fixed Income and Partner, TriPoint Asset Management 2 Distressed Debt Strategies 25 STEVEN D. PERSKY, CFA, Founder and Managing Partner, CEO, Dalton Investments 3 Four Synthetic CDO Trading Strategies 33 ANDREA PETRELLI, Director of European CDO Trading Risk Management, Credit-Suisse JUN ZHANG, PHD, CFA, Head of U.S. CDO Risk Management, Credit-Suisse SANTA FEDERICO, Chief Risk Officer, Perry Capital VIVEK KAPOOR, Executive Director, UBS 4 Integrating Credit Hedge Funds into a Portfolio of Investments 65 RICHARD HORWITZ, Managing Director, Hedge Fund Development and Management, Merrill Lynch ERIN ROYE SIMPSON, NEED TITLE?, Hedge Fund Development and Management Group, Merrill Lynch PART TWO_|_RISK MANAGEMENT STRATEGIES 5 Risk Management of Credit Derivatives 91 SANTA FEDERICO, Chief Risk Officer, Perry Capital ANDREA PETRELLI, Director of European CDO Trading Risk Management, Credit-Suisse JUN ZHANG, PHD, CFA, Head of U.S. CDO Risk Management, Credit-Suisse VIVEK KAPOOR, Executive Director, UBS
Library of Congress Subject Headings for this publication:
Credit derivatives.
Risk management.