An Introduction to Credit Derivatives

Written By Moorad Choudhry
An Introduction to Credit Derivatives
  • Publsiher : Butterworth-Heinemann
  • Release : 31 December 2012
  • ISBN : 0080982980
  • Pages : 158 pages
  • Rating : /5 from reviews
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Download or read book entitled An Introduction to Credit Derivatives by author: Moorad Choudhry which was release on 31 December 2012 and published by Butterworth-Heinemann with total page 158 pages . This book available in PDF, EPUB and Kindle Format. 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
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release Date : 2012-12-31
  • Total pages : 158
  • ISBN : 0080982980
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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 ...

Credit Derivatives

Credit Derivatives
  • Author : Mark J. P. Anson,Frank J. Fabozzi,Moorad Choudhry,Ren-Raw Chen
  • Publisher : John Wiley & Sons
  • Release Date : 2004-02-01
  • Total pages : 288
  • ISBN : 0080982980
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Summary : An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. ...

Credit Derivatives and Structured Credit Trading

Credit Derivatives and Structured Credit Trading
  • Author : Vinod Kothari
  • Publisher : John Wiley & Sons
  • Release Date : 2011-12-15
  • Total pages : 256
  • ISBN : 0080982980
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Summary : Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks ...

Modelling Single name and Multi name Credit Derivatives

Modelling Single name and Multi name Credit Derivatives
  • Author : Dominic O'Kane
  • Publisher : John Wiley & Sons
  • Release Date : 2011-03-08
  • Total pages : 514
  • ISBN : 0080982980
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Summary : Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of ...

Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antulio N. Bomfim
  • Publisher : Academic Press
  • Release Date : 2015-11-23
  • Total pages : 420
  • ISBN : 0080982980
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Summary : 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 ...

Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling
  • Author : Christian Bluhm,Ludger Overbeck,Christoph Wagner
  • Publisher : CRC Press
  • Release Date : 2016-04-19
  • Total pages : 384
  • ISBN : 0080982980
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Summary : Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin...

An Introduction to Credit Risk Modeling

An Introduction to Credit Risk Modeling
  • Author : Christian Bluhm,Ludger Overbeck,Christoph Wagner
  • Publisher : CRC Press
  • Release Date : 2002-09-27
  • Total pages : 297
  • ISBN : 0080982980
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Summary : In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques. An Introduction to Credit Risk Modeling supplies both the bricks and the mortar ...

An Introduction to the Mechanics and Pricing of Credit Derivatives

An Introduction to the Mechanics and Pricing of Credit Derivatives
  • Author : Ira Grobler,Paul Styger,Gert Van der Westhuizen
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 212
  • ISBN : 0080982980
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Summary : Navorsingsprogram: Bedryfswiskunde en Informatika = Research Programme: Business Mathematics and Informatics....

Credit Default Swap Trading Strategies

Credit Default Swap Trading Strategies
  • Author : Wolfgang Schöpf
  • Publisher : diplom.de
  • Release Date : 2010-07-22
  • Total pages : 82
  • ISBN : 0080982980
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Summary : Inhaltsangabe:Introduction: Credit default swaps are by far the most often traded credit derivatives and the credit default swap markets have seen tremendous growth over the past two decades. Put simply, a credit default swap is a tradeable contract that provides insurance against the default of a certain debtor. Initially, ...

Managing Bank Risk

Managing Bank Risk
  • Author : Morton Glantz,Johnathan Mun
  • Publisher : Academic Press
  • Release Date : 2003
  • Total pages : 667
  • ISBN : 0080982980
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Summary : Featuring new credit engineering tools, Managing Bank Risk combines innovative analytic methods with traditional credit management processes. Professor Glantz provides print and electronic risk-measuring tools that ensure credits are made in accordance with bank policy and regulatory requirements, giving bankers with the data necessary for judging asset quality and value. ...

The Credit Default Swap Basis

The Credit Default Swap Basis
  • Author : Moorad Choudhry
  • Publisher : Bloomberg Press
  • Release Date : 2013-10-08
  • Total pages : 224
  • ISBN : 0080982980
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Summary : An up-to-date resource on the intricacies of the credit default swap basis While credit default swaps and credit derivatives are of great concern to many in the field of finance, the Second Edition of The Credit Default Swap Basis does not directly focus on these issues. It is instead about ...

The Oxford Handbook of Credit Derivatives

The Oxford Handbook of Credit Derivatives
  • Author : Alexander Lipton,Andrew Rennie
  • Publisher : OUP Oxford
  • Release Date : 2013-01-17
  • Total pages : 704
  • ISBN : 0080982980
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Summary : 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, ...

Financial Derivative Investments An Introduction To Structured Products

Financial Derivative Investments  An Introduction To Structured Products
  • Author : Richard Bateson
  • Publisher : World Scientific Publishing Company
  • Release Date : 2011-06-07
  • Total pages : 376
  • ISBN : 0080982980
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Summary : Structured products are sold to a wide range of retail, high net worth and institutional investors, with over £15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing ...

The Art of Credit Derivatives

The Art of Credit Derivatives
  • Author : Joao Garcia,Serge Goossens
  • Publisher : John Wiley & Sons
  • Release Date : 2010-02-16
  • Total pages : 250
  • ISBN : 0080982980
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Summary : Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has ...

Credit Risk Modeling Valuation and Hedging

Credit Risk  Modeling  Valuation and Hedging
  • Author : Tomasz R. Bielecki,Marek Rutkowski
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-03-14
  • Total pages : 501
  • ISBN : 0080982980
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Summary : The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is ...