About the Authors

George C. Chacko is an Associate Professor and Chair of the Finance Department at Santa Clara University. Professor Chacko’s research has focused on three areas: (1) transaction costs and liquidity risk in capital markets, particularly in the fixed income markets; (2) portfolio construction by institutions and individuals; and (3) the analysis and application of derivative securities. He was formerly an Associate Professor at Harvard Business School (HBS) in the Finance Department. On the commercial side, he is currently a Partner with HNC Advisors. He was formerly a Chief Investment Officer at Auda Alternative Investments, a Managing Director at IFL, and a Managing Director with State Street Bank. Professor Chacko holds a ...

Get Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.