An Introduction to Credit Derivatives [Hardback]by Moorad Choudhry
Usually ships within 2 to 4 working days Description of An Introduction to Credit DerivativesIn 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, and the asset-swap credit default swap basis. Including an accessible account of major segment of financial markets, it describes instruments and applications, and integrates credit risk with credit derivatives.Title Information
Write a review of this book Customer Reviews from AmazonAbout Moorad ChoudhryMoorad 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.Contents of An Introduction to Credit DerivativesCredit riskCredit Derivatives I Credit Derivatives II Credit Derivatives III: basic applications Pricing; CDS pricing The CDS-ASW basis |
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