An Introduction to Credit DerivativesBy
- Moorad Choudhry
Graduate-level finance students who seek an introduction to derivatives. Typical courses include portfolio theory and financial engineering. Professionals comprise a second audience.
Hardbound, 158 Pages
Published: December 2012
Imprint: Butterworth Heinemann
"An excellent, high-quality account of one of the most important areas of the debt capital and corporate credit markets today."--Didier Joannas,SunGard, Hong Kong "The rapid growth of the credit derivatives markets has been accompanied by similar output in the related literature. For clarity, accessibility, relevance and detail, this is easily the best addition to this literature."--Abukar Ali,Bloomberg L.P.
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