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Choudhry

An Introduction to Credit Derivatives

Medium: Buch
ISBN: 978-0-7506-6262-8
Verlag: Elsevier Science & Technology
Erscheinungstermin: 08.06.2004
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In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility in managing their credit risk and economic capital. This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. All products are described with the help of worked examples and Bloomberg screens, and the reader will be left with a thorough familiarity with the nature of credit risk and credit products generally. Topics covered include:* Credit risk* Unfunded credit derivatives* Funded credit derivatives* Credit default swap pricing* The asset-swap credit default swap basis


Produkteigenschaften


  • Artikelnummer: 9780750662628
  • Medium: Buch
  • ISBN: 978-0-7506-6262-8
  • Verlag: Elsevier Science & Technology
  • Erscheinungstermin: 08.06.2004
  • Sprache(n): Englisch
  • Auflage: Erscheinungsjahr 2004
  • Produktform: Gebunden
  • Gewicht: 410 g
  • Seiten: 128
  • Format (B x H): 165 x 234 mm
  • Ausgabetyp: Kein, Unbekannt
  • Nachauflage: 978-0-08-098295-3
Autoren/Hrsg.

Autoren

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.

Credit risk; Credit Derivatives I; Credit Derivatives II; Credit Derivatives III: basic applications; Pricing; CDS pricing; The CDS-ASW basis.