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Choudhry

An Introduction to Credit Derivatives

Medium: Buch
ISBN: 978-0-08-098295-3
Verlag: Elsevier Science
Erscheinungstermin: 30.01.2013
Lieferfrist: bis zu 10 Tage

This introduction to credit derivatives and their markets provides a practitioner's perspective on products and the risks they involve. Expanded and updated to cover crisis-related developments, it employs a succinct style without sacrificing technical details and scientific precision. Its liberal use of Bloomberg screens and new worked examples increase its hands-on practicality, and its new online set of CDS pricing models and other worksheets multiply its uses.

The only book that captures the rapidly changing dynamics of the credit derivatives market, "An Introduction to Credit Derivatives" combines qualitative and quantitative content unavailable elsewhere.

Presents products, risks, and markets in terms that emphasize intuition and without losing scientific accuracyAugments ist practical and pedagogical value by means of updated quantitative and qualitative materialsDistinguishes itself from other books by serving as the only useful starting point for students and practitioners


Produkteigenschaften


  • Artikelnummer: 9780080982953
  • Medium: Buch
  • ISBN: 978-0-08-098295-3
  • Verlag: Elsevier Science
  • Erscheinungstermin: 30.01.2013
  • Sprache(n): Englisch
  • Auflage: 2. Auflage 2013
  • Produktform: Gebunden
  • Gewicht: 385 g
  • Seiten: 158
  • Format (B x H x T): 154 x 236 x 17 mm
  • Ausgabetyp: Kein, Unbekannt
  • Vorauflage: 978-0-7506-6262-8
Autoren/Hrsg.

Autoren

Moorad Choudhry is Head of Business Treasury in Global Banking and Markets (GBM) Treasury at the Royal Bank of Scotland. He is thus responsible for providing RBS with the expertise and capabilities required to manage its balance sheet, funding, and liquidity. He is also Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School.

1. Credit Risk 2. Credit Derivative Instruments: Part I 3. Credit Derivative Instruments: Part II 4. Credit Derivative Instruments: Part III 5. Credit Derivatives Pricing and Valuation 6. Credit Default Swap Pricing 7. The Asset Swap-Credit Default Swap Basis