An Introduction to Credit Derivatives
By (author) Moorad Choudhry
Introduction to Credit Derivatives by Moorad Choudhry
Book DescriptionIn 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, and the asset-swap credit default swap basis. Including an accessible account of major segment of financial markets, it describes instruments and applications, and integrates credit risk with credit derivatives.
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Book DetailsISBN: 9780750662628
(234mm x 156mm x 9mm)
Imprint: Butterworth-Heinemann Ltd
Publisher: Elsevier Science & Technology
Publish Date: 8-Jun-2004
Country of Publication: United Kingdom
Books By Author Moorad Choudhry
Fixed Income Markets, Hardback (September 2014)
Looks at global debt capital markets in the post-crisis world. This book offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. It provides expanded coverage on a range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets.
Introduction to Value-at-Risk, Paperback (April 2013)
The value-at-risk measurement methodology is a widely-used tool in financial market risk management.
Mechanics of Securitization, Hardback (March 2013)» View all books by Moorad Choudhry
A step-by-step guide to implementing and closing securitization transactions Securitization is still in wide use despite the reduction in transactions.
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Author Biography - Moorad Choudhry
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 KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.
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