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| AN INTRODUCTION TO CREDIT DERIVATIVES
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To order this title, and for more information, click here
By
Moorad Choudhry, Head of Treasury, KBC Financial Products (UK) Limited
Description
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
Audience
Investment Managers/Directors, Fixed Income Securities Traders, Financial Analysts in Banks and other financial institutions that have
at least three years experience in the finance industry. The level of the books would be "professional" advanced.
Contents
Credit risk; Credit Derivatives I; Credit Derivatives II; Credit Derivatives III: basic applications; Pricing; CDS pricing; The CDS-ASW basis.
| Bibliographic details |
Hardbound, 128 pages, publication date: JUN-2004
ISBN-13: 978-0-7506-6262-8
ISBN-10: 0-7506-6262-X
Imprint: BUTTERWORTH HEINEMANN
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| Price and Ordering |
Price:
GBP 48.99
EUR 57.95
USD 80.95
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Last update: 5 Sep 2009
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