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 : 4/5 from 21 reviews
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Read or download book entitled An Introduction to Credit Derivatives written by Moorad Choudhry which was release on 31 December 2012, this book published by Butterworth-Heinemann. Available in PDF, EPUB and Kindle Format. Book excerpt: 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 and Structured Credit

Credit Derivatives and Structured Credit
  • Author : Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
  • Publisher : John Wiley & Sons
  • Release Date : 2006-06-14
  • Total pages : 294
  • ISBN : 0080982980
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Summary : 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, ...

An Introduction to Credit Derivatives and Their Potential Use by Domestic Banks in Emerging Markets

An Introduction to Credit Derivatives and Their Potential Use by Domestic Banks in Emerging Markets
  • Author : Liliana Schumacher,George Washington University. School of Biusiness and Public Management
  • Publisher : Unknown
  • Release Date : 1997
  • Total pages : 28
  • ISBN : 0080982980
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Summary : Download or read online An Introduction to Credit Derivatives and Their Potential Use by Domestic Banks in Emerging Markets written by Liliana Schumacher,George Washington University. School of Biusiness and Public Management, published by which was released on 1997. Get An Introduction to Credit Derivatives and Their Potential Use by Domestic ...

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 ...

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 : 2008-08-25
  • 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 ...

Structured Products and Related Credit Derivatives

Structured Products and Related Credit Derivatives
  • Author : Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release Date : 2008-06-20
  • Total pages : 528
  • ISBN : 0080982980
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Summary : Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource ...

Credit Derivatives An Introduction

Credit Derivatives   An Introduction
  • Author : Krishnaphani K
  • Publisher : Unknown
  • Release Date : 2003-12-15
  • Total pages : 186
  • ISBN : 0080982980
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Summary : Credit derivative facilitates transfer of credit risk between market participants. This book introduces aspects of credit derivatives operational, procedural, market, risk management, documentation, valuation, accounting, taxation etc. Learn about long-te...

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 ...

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, ...

Credit Derivatives and Credit Rating

Credit Derivatives and Credit Rating
  • Author : Mario Di Carlo
  • Publisher : LAP Lambert Academic Publishing
  • Release Date : 2013
  • Total pages : 180
  • ISBN : 0080982980
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Summary : The latest financial crisis highlighted several problems with credit derivatives and raised questions about the effectiveness of Credit Rating Agencies' (CRAs) assessment of risks in rating complex financial products such as Collateralized Debt Obligation (CDO). Credit derivatives provided a powerful new tool for managing credit risk that had the potential ...

Credit Derivatives

Credit Derivatives
  • Author : Geoff Chaplin
  • Publisher : John Wiley & Sons
  • Release Date : 2010-04-26
  • Total pages : 408
  • ISBN : 0080982980
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Summary : 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 ...

Applications of Credit Derivatives

Applications of Credit Derivatives
  • Author : Harald Seemann
  • Publisher : diplom.de
  • Release Date : 2008-01-24
  • Total pages : 98
  • ISBN : 0080982980
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Summary : Inhaltsangabe:Abstract: The purpose of this thesis is to give a general introduction to the credit derivatives market and its instruments. The analytical focus will be about the business fields where credit derivatives are applied. This work aims to analyze the usage of credit derivatives in economic life and describes ...

A General Introduction Into Modelling Default Risk and Credit Derivatives

A General Introduction Into Modelling Default Risk and Credit Derivatives
  • Author : Mark Teijgeler
  • Publisher : Unknown
  • Release Date : 1997
  • Total pages : 108
  • ISBN : 0080982980
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Summary : Download or read online A General Introduction Into Modelling Default Risk and Credit Derivatives written by Mark Teijgeler, published by which was released on 1997. Get A General Introduction Into Modelling Default Risk and Credit Derivatives Books now! Available in PDF, ePub and Kindle....

Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antúlio Neves Bomfim
  • Publisher : Academic Press
  • Release Date : 2005
  • Total pages : 339
  • ISBN : 0080982980
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Summary : Comprehensive introduction to the main isues in the credit derivatives market, including an accessible introduction to valuation methods....

Subprime Mortgage Credit Derivatives

Subprime Mortgage Credit Derivatives
  • Author : Laurie S. Goodman,Douglas J. Lucas,Shumin Li,Frank J. Fabozzi,Thomas A. Zimmerman
  • Publisher : John Wiley & Sons
  • Release Date : 2008-06-30
  • Total pages : 334
  • ISBN : 0080982980
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Summary : Subprime Mortgage Credit Derivatives Cutting-edge strategies for minimizing the risk of mortgage credit derivative portfolios Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners—Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman—along with Frank Fabozzi of Yale University, ...