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An Introduction to Credit Derivatives
- 2nd Edition - December 22, 2012
- Author: Moorad Choudhry
- Language: English
- Hardback ISBN:9 7 8 - 0 - 0 8 - 0 9 8 2 9 5 - 3
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 9 8 2 9 8 - 4
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… Read more
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Request a sales quoteThe 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
Graduate-level finance students who seek an introduction to derivatives. Typical courses include portfolio theory and financial engineering. Professionals comprise a second audience.
1. Credit Risk
2. Credit Derivative Instruments: Part I
3. Credit Derivative Instruments: Part II
4. Credit Derivative Instruments: Part III
5. Credit Derivatives Pricing and Valuation
6. Credit Default Swap Pricing
7. The Asset Swap-Credit Default Swap Basis
- No. of pages: 158
- Language: English
- Edition: 2
- Published: December 22, 2012
- Imprint: Butterworth-Heinemann
- Hardback ISBN: 9780080982953
- eBook ISBN: 9780080982984
MC
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.
Affiliations and expertise
Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University.Read An Introduction to Credit Derivatives on ScienceDirect