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An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publsiher : Elsevier
  • Release : 08 June 2004
  • ISBN : 0080478727
  • Pages : 128 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKAn Introduction to Credit Derivatives

Summary:
In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility in managing their credit risk and economic capital. This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. All products are described with the help of worked examples and Bloomberg screens, and the reader will be left with a thorough familiarity with the nature of credit risk and credit products generally. Topics covered include: * Credit risk * Unfunded credit derivatives * Funded credit derivatives * Credit default swap pricing * The asset-swap credit default swap basis * Accessible account of major segment of financial markets * Describes instruments and applications * Integrates credit risk with credit derivatives


An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publisher : Elsevier
  • Release : 08 June 2004
GET THIS BOOKAn Introduction to Credit Derivatives

In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility in managing their credit risk and economic capital. This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. All products are described with the


An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release : 31 December 2012
GET THIS BOOKAn Introduction to Credit Derivatives

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 Derivatives

Credit Derivatives
  • Author : Mark J. P. Anson,Frank J. Fabozzi,Moorad Choudhry,Ren-Raw Chen
  • Publisher : John Wiley & Sons
  • Release : 01 February 2004
GET THIS BOOKCredit Derivatives

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. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps;


Credit Derivatives

Credit Derivatives
  • Author : Geoff Chaplin
  • Publisher : John Wiley & Sons
  • Release : 27 September 2005
GET THIS BOOKCredit Derivatives

The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, asset swaps and related ‘real world’ issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the


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 : 08 March 2011
GET THIS BOOKModelling Single-name and Multi-name Credit Derivatives

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 the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products


Credit Derivatives and Structured Credit Trading

Credit Derivatives and Structured Credit Trading
  • Author : Vinod Kothari
  • Publisher : John Wiley & Sons
  • Release : 15 December 2011
GET THIS BOOKCredit Derivatives and Structured Credit Trading

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 globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undisputed


Credit Derivatives

Credit Derivatives
  • Author : George Chacko,Anders Sjöman,Hideto Motohashi,Vincent Dessain
  • Publisher : Pearson Education
  • Release : 02 June 2006
GET THIS BOOKCredit Derivatives

The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly, professionals in corporate finance need to understand the workings of the credit risk market in order to successfully manage risk in their own organizations; in addition, some wish to move into the field on a full-time basis. Most books in the field, however, are either too academic for working professionals, or written for those who already


The Credit Default Swap Basis

The Credit Default Swap Basis
  • Author : Moorad Choudhry
  • Publisher : Bloomberg Press
  • Release : 08 October 2013
GET THIS BOOKThe Credit Default Swap Basis

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 an aspect of CDS behavior, the basis, which is of importance to all users of CDS products. An understanding of the basis is essential to anyone involved in the credit-risky


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 : 14 June 2006
GET THIS BOOKCredit Derivatives and Structured Credit

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, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such


Credit Derivatives

Credit Derivatives
  • Author : Gunter Meissner
  • Publisher : John Wiley & Sons
  • Release : 04 February 2009
GET THIS BOOKCredit Derivatives

The market for credit derivatives--financial instruments designedto transfer credit risk from one party to another--has grownexponentially in recent years, with volume expected to reach morethan $4.8 trillion by 2004. With demand increasing from the privatesector for finance professionals trained in the opportunities--anddangers--inherent in this fast-changing market, finance courses arealready springing up to meet this need. Credit Derivatives: Explains the field of credit derivatives to business studentswith a background in finance Cites real-world examples throughout, reinforced byend-of-chapter questions and internet links to pricing


An Introduction to Credit Risk Modeling

An Introduction to Credit Risk Modeling
  • Author : Christian Bluhm,Ludger Overbeck,Christoph Wagner
  • Publisher : CRC Press
  • Release : 27 September 2002
GET THIS BOOKAn Introduction to Credit Risk Modeling

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 of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and


Credit Derivatives

Credit Derivatives
  • Author : Erik Banks,Morton Glantz,Paul Siegel
  • Publisher : McGraw Hill Professional
  • Release : 27 February 2021
GET THIS BOOKCredit Derivatives

Credit Derivatives explains the major types of credit derivatives and their unique features, illustrating how they work in the real world through numerous examples. You will learn the key skill of pricing credit derivatives and the factors that must be taken into account, including time to maturity, probability of default, and expected recovery value.


Subprime Mortgage Credit Derivatives

Subprime Mortgage Credit Derivatives
  • Author : Laurie S. Goodman,Shumin Li,Douglas J. Lucas,Thomas A. Zimmerman,Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release : 02 June 2008
GET THIS BOOKSubprime Mortgage Credit Derivatives

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, Subprime Mortgage Credit Derivatives covers state-of-the-art instruments and strategies for managing a portfolio of mortgage credits in today's volatile climate. Divided into four parts, this book addresses a variety of important topics, including mortgage credit (non-agency, first and second lien), mortgage securitizations (alternate structures and subprime triggers),


Introduction to Credit Risk

Introduction to Credit Risk
  • Author : Giulio Carlone
  • Publisher : CRC Press
  • Release : 09 November 2020
GET THIS BOOKIntroduction to Credit Risk

Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to counterparty credit risk. The book also directs the reader on how to visualize, in real time, the results of this data, generated with a Java tool. Features Uses an in-depth case study to illustrate multiple factors