An Introduction To Credit Derivatives

Hardcover | January 30, 2013

byMoorad ChoudhryEditorMoorad Choudhry

not yet rated|write a review
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

Pricing and Purchase Info

$124.50

Ships within 1-2 weeks
Ships free on orders over $25

From the Publisher

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 sac...

From the Jacket

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 worke...

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...

other books by Moorad Choudhry

An Introduction to Banking: Liquidity Risk and Asset-Liability Management
An Introduction to Banking: Liquidity Risk and Asset-Li...

Paperback|Apr 4 2011

$82.38 online$84.00list price
Introduction To Banking 2e - From Asset And Liability Management To The Yield Curve
Introduction To Banking 2e - From Asset And Liability M...

Paperback|Mar 20 2017

$64.08 online$72.00list price(save 11%)
Advanced Fixed Income Analysis
Advanced Fixed Income Analysis

Hardcover|Sep 1 2015

$160.14 online$172.50list price(save 7%)
see all books by Moorad Choudhry
Format:HardcoverDimensions:158 pages, 9 × 6 × 0.98 inPublished:January 30, 2013Publisher:Butterworth (trade)Language:English

The following ISBNs are associated with this title:

ISBN - 10:0080982956

ISBN - 13:9780080982953

Customer Reviews of An Introduction To Credit Derivatives

Reviews

Extra Content

Table of Contents

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

Editorial 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 KongThe 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.