An introduction to credit derivatives
Author(s)
Bibliographic Information
An introduction to credit derivatives
Elsevier Butterworth-Heinemann, c2013
2nd ed
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
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.
Table of Contents
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
by "Nielsen BookData"
