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An introduction to credit derivatives

紀錄類型:	書目-語言資料,印刷品 : 單行本
作者:	ChoudhryMoorad.,
其他團體作者:	ScienceDirect (Online service)
出版地:	Amsterdam
出版者:	Elsevier;
出版年:	2004.
面頁冊數:	xiii, 114 p.ill. : 25 cm.;
標題:	Credit derivatives. -
標題:	Electronic books. -
電子資源:	http://www.sciencedirect.com/science/book/9780750662628
附註:	Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008.
摘要註:	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 * Accessible account of major segment of financial markets * Describes instruments and applications * Integrates credit risk with credit derivatives.
ISBN:	075066262X
內容註:	Credit risk Credit derivative instruments : part I Credit derivative instruments : part II Credit derivatives : basic applications Credit derivatives pricing and valuation Credit default swap pricing The asset swap-credit default swap basis.

An introduction to credit derivatives
Choudhry, Moorad.

An introduction to credit derivatives / Moorad Choudhry. - Amsterdam : Elsevier, 2004.. - xiii, 114 p. ; ill. ; 25 cm..
Credit risk.
Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008..
Includes bibliographical references and index..
ISBN 075066262XISBN 9780750662628
Credit derivatives.Electronic books.

An introduction to credit derivatives
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