Securitisation Swaps, 9781119532279
Hardcover
Master securitisation swaps: understand risk, optimize structuring, and execute successfully.

Securitisation Swaps

a practitioner's handbook

$183.79

  • Hardcover

    232 pages

  • Release Date

    14 March 2019

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Summary

Mastering Securitisation Swaps: A Practitioner’s Guide

Develop the skillset essential to successful securitisation swaps management

Securitisation Swaps is a complete practitioner’s guide to this unique and complex class of derivatives. This detailed examination follows the entire life cycle of securitisation swaps to give quants, structurers, traders, originators, issuers and lawyers a common reference for understanding their shared objective. Broa…

Book Details

ISBN-13:9781119532279
ISBN-10:1119532272
Series:Wiley Finance
Author:Mark Aarons, Vlad Ender, Andrew Wilkinson
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Hardcover
Number of Pages:232
Release Date:14 March 2019
Weight:476g
Dimensions:231mm x 155mm x 20mm
About The Author

Mark Aarons

MARK AARONS is Head of Investment Risk at a leading Australian funds manager and an Adjunct Associate Professor in the Centre for Quantitative Finance and Investment Strategies at Monash University. Previously he was Head of FICC Structuring at the National Australia Bank, where he built a leading securitisation swap business in both Australia and the UK.

VLAD ENDER is a director at Kauri Solutions, a financial markets consulting practice. Prior to founding Kauri Solutions, he spent eight years at National Australia Bank’s London office. He also served as an Executive Director in the FICC Structuring team.

ANDREW WILKINSON is a senior legal counsel in Australia who specialises in bespoke derivatives and securitisation. Previously, Andrew spent a decade in London working through the financial crisis and beyond for leading law firms Linklaters LLP and Weil, Gotshal & Manges.

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