An Introduction to Credit Derivatives

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  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Pages : 158 pages
  • ISBN : 0080982980
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>An Introduction to Credit Derivatives

Download or Read online An Introduction to Credit Derivatives full in PDF, ePub and kindle. this book written by Moorad Choudhry and published by Butterworth-Heinemann which was released on 31 December 2012 with total page 158 pages. We cannot guarantee that An Introduction to Credit Derivatives book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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 : 31 December 2012
GET THIS BOOK An 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 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 BOOK Credit 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

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 BOOK An 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

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 : 25 August 2008
GET THIS BOOK Modelling 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

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 : 20 June 2008
GET THIS BOOK Structured Products and Related Credit Derivatives

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 will help you identify the opportunities and mitigate the risks in this complex financial market.

Credit Derivatives An Introduction

Credit Derivatives   An Introduction
  • Author : Krishnaphani K
  • Publisher : Unknown
  • Release : 15 December 2003
GET THIS BOOK Credit Derivatives An Introduction

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 : 15 December 2011
GET THIS BOOK Credit 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 Default Swap Trading Strategies

Credit Default Swap Trading Strategies
  • Author : Wolfgang Schöpf
  • Publisher : diplom.de
  • Release : 22 July 2010
GET THIS BOOK Credit Default Swap Trading Strategies

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, when the first form of a credit default swap (CDS) was traded in 1991, they were mainly used by commercial banks in order to lay off credit risk to insurance companies.

Credit Derivatives and Credit Rating

Credit Derivatives and Credit Rating
  • Author : Mario Di Carlo
  • Publisher : LAP Lambert Academic Publishing
  • Release : 16 June 2021
GET THIS BOOK Credit Derivatives and Credit Rating

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 to facilitate risk-sharing, enhance the efficiency of risk management and promote market completeness. Measuring the exposure taken on a credit derivative contract can be very difficult. As a result market

Credit Derivatives

Credit Derivatives
  • Author : Geoff Chaplin
  • Publisher : John Wiley & Sons
  • Release : 26 April 2010
GET THIS BOOK Credit Derivatives

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 credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk

Applications of Credit Derivatives

Applications of Credit Derivatives
  • Author : Harald Seemann
  • Publisher : diplom.de
  • Release : 24 January 2008
GET THIS BOOK Applications of Credit Derivatives

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 the different financial players who are involved in those deals. Explanations for certain decisions and credit views are presented. The reader should get a better understanding of these complex financial

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 : 30 June 2008
GET THIS BOOK Subprime Mortgage Credit Derivatives

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, 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