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Structured Credit Products: Credit Derivatives and Synthetic Securitisation, 2nd Edition by Moorad Choudhry

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PART III

CD-R

The final part of the book introduces and describes the files on the accompanying CD-R. These files cover three sets of data: teaching aids of Microsoft PowerPoint slides (in PDF format) that cover courses in credit derivatives and synthetic structured credit products; examples of ratings review reports of CDO transactions by Fitch and reproduced here with the kind permission of Fitch Ratings; and various Microsoft Excel files on CDS and CDO pricing and CDO diversity models. The next chapter describes the contents of the CD-R in detail.

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