Credit Derivatives: Trading, Investing and Risk Management, Second Edition

About the Author

Geoff Chaplin studied mathematics at Cambridge (MA 1972) and Oxford (MSc 1973, DPhil 1975) and trained as an actuary (FFA 1978) while working in a life insurance company. He moved to the City in 1980 and has worked for major banks (including HSBC, Nomura International, and ABN AMRO) as well as consulting to hedge funds, corporate treasurers, and institutional investment funds. He has been involved in the credit derivatives market since 1996 and has both traded portfolio products and developed risk management systems for these products. In addition to consulting and training work for the major financial institutions, Geoff has maintained strong academic interests and was a visiting (emeritus) professor at the University of Waterloo (Canada) from 1987 until 1999. He has also published many articles (in Risk, the Journal of the Institute and Faculty of Actuaries, and others), speaks regularly at conferences on credit derivatives, and recently co-authored Life Settlements and Longevity Structures in the Wiley Finance series. Geoff continues to be actively involved in the credit derivatives market as a consultant to a wide range of institutions, as an expert witness in dispute resolution, and is a Partner in Reoch Credit.

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