An Introduction to Credit Derivatives
eBook - ePub

An Introduction to Credit Derivatives

Moorad Choudhry

  1. 158 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

An Introduction to Credit Derivatives

Moorad Choudhry

Book details
Table of contents
Citations

About This Book

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision.

Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps and related pricing, asset swaps, credit-linked notes, and more. Ample references, appendices and a glossary add considerably to the lasting value of the book for students and professionals in finance.

  • A post-crisis guide to a powerful bank risk management product, its history and its use
  • Liberal use of Bloomberg screens and new worked examples increase hands-on practicality
  • New online set of CDS pricing models and other worksheets multiply the book's uses

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Yes, you can access An Introduction to Credit Derivatives by Moorad Choudhry in PDF and/or ePUB format, as well as other popular books in Betriebswirtschaft & Finanzwesen. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Butterworth-Heinemann
Year
2012
ISBN
9780080982984
Edition
2
Topic
Betriebswirtschaft
Subtopic
Finanzwesen

Table of contents

  1. Cover image
  2. Title page
  3. Table of Contents
  4. Copyright
  5. Dedication
  6. About the Author
  7. Foreword
  8. Preface
  9. Preface to the First Edition
  10. Chapter 1. Credit Risk
  11. Chapter 2. Credit Derivative Instruments: Part I
  12. Chapter 3. Credit Derivative Instruments: Part II
  13. Chapter 4. Credit Derivatives: Basic Applications11Part of this chapter first appeared in Choudhry (2000).
  14. Chapter 5. Credit Derivatives Pricing and Valuation
  15. Chapter 6. Credit Default Swap Pricing
  16. Chapter 7. The Asset Swap–Credit Default Swap Basis
  17. Glossary
  18. Index