An Introduction to Credit DerivativesBy
- Moorad Choudhry, Head of Business Treasury in Global Banking and Markets (GBM), Royal Bank of Scotland; Visiting Professor, London Metropolitan University; Senior Fellow, Cass Business School
This introduction to credit derivatives and their markets provides a practitioner's perspective on products and the risks they involve. Expanded and updated to cover crisis-related developments, it employs a succinct style without sacrificing technical details and scientific precision. Its liberal use of Bloomberg screens and new worked examples increase its hands-on practicality, and its new online set of CDS pricing models and other worksheets multiply its uses. The only book that captures the rapidly changing dynamics of the credit derivatives market, "An Introduction to Credit Derivatives" combines qualitative and quantitative content unavailable elsewhere.
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
Imprint: Butterworth Heinemann
1. Credit Risk
2. Credit Derivative Instruments: Part I
3. Credit Derivative Instruments: Part II4. Credit Derivative Instruments: Part III
5. Credit Derivatives Pricing and Valuation6. Credit Default Swap Pricing
7. The Asset Swap-Credit Default Swap Basis