Special thanks to Professor Darrell Duffie for the excellent foreword, following his foreword in the first edition. It is a great honour to have his input and observations.
Thanks to Warren Collocott at Fitch Ratings in London for his assistance towards my understanding of Fitch’s revised ratings methodology on CDOs and synthetic CDOs, this was much appreciated. Thanks also to Dan Cunningham at KBC Bank in London for helping me out after I’d mis-booked the CHF roll the day before, and for being such a handsome devil.
Thanks to Paul Kerlogue at Moody’s, Peter Jones at Bloomberg for help with some of the screens, Hal Davis at JoSF for his support, and big thank you to Vincent Morris at EAB for assistance with the proofing – much appreciated! And big thanks to Janis Soo and Joel Balbin at Wiley Asia, you guys are awesome.
To the Raynes Park Footy Boys, thanks again for your help, support and friendship.
30 July 2009