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An introduction to credit derivatives

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An introduction to credit derivatives

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	An introduction to credit derivatives/ Moorad Choudhry.
作者:	Choudhry, Moorad.
出版者:	Amsterdam ;Elsevier, : 2004.,
面頁冊數:	xiii, 114 p. :ill. ;25 cm.
內容註:	Credit risk -- Credit derivative instruments : part I -- Credit derivative instruments : part II -- Credit derivatives : basic applications -- Credit derivatives pricing and valuation -- Credit default swap pricing -- The asset swap-credit default swap basis.
標題:	Credit derivatives. -
電子資源:	http://www.sciencedirect.com/science/book/9780750662628An electronic book accessible through the World Wide Web; click for information
ISBN:	075066262X

An introduction to credit derivatives
Choudhry, Moorad.

An introduction to credit derivatives[electronic resource] /Moorad Choudhry. - Amsterdam ;Elsevier,2004. - xiii, 114 p. :ill. ;25 cm.

Includes bibliographical references and index.

Credit risk -- Credit derivative instruments : part I -- Credit derivative instruments : part II -- Credit derivatives : basic applications -- Credit derivatives pricing and valuation -- Credit default swap pricing -- The asset swap-credit default swap basis.

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 * Accessible account of major segment of financial markets * Describes instruments and applications * Integrates credit risk with credit derivatives.

Electronic reproduction.
Amsterdam :
Elsevier Science & Technology,
2008.

Mode of access: World Wide Web.

ISBN: 075066262X

Source: 103834:103854Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

742242
Credit derivatives.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG6024.A3 / C4924 2004eb

Dewey Class. No.: 332.63/2

An introduction to credit derivatives
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504 $a Includes bibliographical references and index.
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520 $a 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 * Accessible account of major segment of financial markets * Describes instruments and applications * Integrates credit risk with credit derivatives.
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