The Single Name Instruments & Strategies book, now in its third printing,
contains select previously published research reports on credit investment
strategies, credit derivatives instruments and valuation techniques from
our Credit Derivatives Insights publications. It also contains “primers” on
credit derivatives concepts and a glossary with brief definitions for nearly
150 terms used in the market. We have organized the book into six broad
sections: instruments and primers, valuation and investment frameworks,
basis ideas, credit curves, options and embedded options, and credit
market themes. There are 61 chapters in all.