An Introduction to Credit Derivatives - 1st Edition - ISBN: 9780750662628, 9780080478722

An Introduction to Credit Derivatives

1st Edition

Authors: Moorad Choudhry Moorad Choudhry
Hardcover ISBN: 9780750662628
eBook ISBN: 9780080478722
Imprint: Butterworth-Heinemann
Published Date: 8th June 2004
Page Count: 128
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Description

Credit risk; Credit Derivatives I; Credit Derivatives II; Credit Derivatives III: basic applications; Pricing; CDS pricing; The CDS-ASW basis.

Key Features

  • Accessible account of major segment of financial markets
  • Describes instruments and applications
  • Integrates credit risk with credit derivatives

Readership

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.

Table of Contents

Credit risk; Credit Derivatives I; Credit Derivatives II; Credit Derivatives III: basic applications; Pricing; CDS pricing; The CDS-ASW basis.

Details

No. of pages:
128
Language:
English
Copyright:
© Butterworth-Heinemann 2004
Published:
Imprint:
Butterworth-Heinemann
eBook ISBN:
9780080478722
Hardcover ISBN:
9780750662628

About the Author

Moorad Choudhry

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.

Affiliations and Expertise

Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University.

Moorad Choudhry

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.

Affiliations and Expertise

Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University.

Reviews

An excellent, high-quality account of one of the most important areas of the debt capital and corporate credit markets today. -- Dr Didier Joannas, Regional Sales Director, 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.