An Introduction to Credit Derivatives

This book PDF is perfect for those who love Business & Economics genre, written by Moorad Choudhry and published by Butterworth-Heinemann which was released on 31 December 2012 with total hardcover pages 158. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related An Introduction to Credit Derivatives books below.

An Introduction to Credit Derivatives
An Introduction to Credit Derivatives
Author : Moorad Choudhry
File Size : 42,7 Mb
Publisher : Butterworth-Heinemann
Language : English
Release Date : 31 December 2012
ISBN : 9780080982984
Pages : 158 pages
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An Introduction to Credit Derivatives by Moorad Choudhry Book PDF Summary

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 use Liberal use of Bloomberg screens and new worked examples increase hands-on practicality New online set of CDS pricing models and other worksheets multiply the book's uses

An Introduction to Credit Derivatives

An Introduction to Credit Derivatives by Moorad Choudhry

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

Get Book
Credit Derivatives

Credit Derivatives by Geoff Chaplin

The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of

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Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments by Antulio N. Bomfim

Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is

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Credit Derivatives and Structured Credit

Credit Derivatives and Structured Credit by Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks,

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Credit Derivatives Pricing Models

Credit Derivatives Pricing Models by Philipp J. Schönbucher

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely

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Credit Derivatives and Synthetic Structures

Credit Derivatives and Synthetic Structures by Janet M. Tavakoli

Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. "If you want to know more

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The Oxford Handbook of Credit Derivatives

The Oxford Handbook of Credit Derivatives by Alexander Lipton,Andrew Rennie

From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques,

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Credit Derivatives

Credit Derivatives by Geoff Chaplin

The credit derivatives market has developed rapidly over the lastten years and is now well established in the banking community andis increasingly making its presence felt in all areas of finance.This book covers the subject from credit bonds, asset swaps andrelated ‘real world’ issues such as liquidity, poordata, and

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