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.
A post-crisis guide to a powerful bank risk management product, its history and its useLiberal use of Bloomberg screens and new worked examples increase hands-on practicalityNew online set of CDS pricing models and other worksheets multiply the book's uses
Or split into 4x interest-free payments of 25% on orders over R50
Learn more
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.
A post-crisis guide to a powerful bank risk management product, its history and its useLiberal use of Bloomberg screens and new worked examples increase hands-on practicalityNew online set of CDS pricing models and other worksheets multiply the book's uses
Imprint | Butterworth-Heinemann |
Country of origin | United Kingdom |
Release date | December 2012 |
Availability | Expected to ship within 12 - 17 working days |
First published | February 2013 |
Authors | Moorad Choudhry |
Dimensions | 229 x 152 x 14mm (L x W x T) |
Format | Hardcover |
Pages | 158 |
Edition | 2nd edition |
ISBN-13 | 978-0-08-098295-3 |
Barcode | 9780080982953 |
Categories | |
LSN | 0-08-098295-6 |