An Introduction to Credit Derivatives, Second Edition

By: Moorad Choudhry (Author)

Price: $61.99

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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 useLiberal use of Bloomberg screens and new worked examples increase hands-on practicalityNew online set of CDS pricing models and other worksheets multiply the book's uses

Title: An Introduction to Credit Derivatives, Second Edition

Author Name: Moorad Choudhry (Author)

Categories: Other,

Edition: 2

Publisher: U.S.A., Butterworth-Heinemann: 2013

ISBN Number: 0080982956

ISBN Number 13: 9780080982953

Binding: Hard Cover

Book Condition: New

Seller ID: 102366

Description: New. An Introduction to Credit Derivatives, Second Edition By Moorad Choudhry (Author) Product Details Hardcover: 158 pages Publisher: Butterworth-Heinemann; 2 edition (February 13, 2013) Language: English ISBN-10: 0080982956 ISBN-13: 9780080982953 Product Dimensions: 6 x 0.4 x 9 inches

Keywords: An Introduction to Credit Derivatives, Second Edition