An Introduction to Credit Derivatives by Moorad ChoudhryAn Introduction to Credit Derivatives by Moorad Choudhry

An Introduction to Credit Derivatives

byMoorad Choudhry, Moorad Choudhry

Other | December 31, 2012

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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
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...
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Title:An Introduction to Credit DerivativesFormat:OtherDimensions:158 pages, 1 × 1 × 1 inPublished:December 31, 2012Publisher:Elsevier ScienceLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0080982980

ISBN - 13:9780080982984

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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