Description - An Introduction to Credit Derivatives by Moorad Choudhry
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
Buy An Introduction to Credit Derivatives by Moorad Choudhry from Australia's Online Independent Bookstore, Boomerang Books.
(234mm x 165mm x mm)
Publisher: Elsevier Science & Technology
Country of Publication:
Other Editions - An Introduction to Credit Derivatives by Moorad Choudhry
Book Reviews - An Introduction to Credit Derivatives by Moorad Choudhry
Author Biography - Moorad Choudhry
Moorad Choudhry is Head of Business Treasury in Global Banking and Markets (GBM) Treasury at the Royal Bank of Scotland. He is thus responsible for providing RBS with the expertise and capabilities required to manage its balance sheet, funding, and liquidity. He is also Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School.