An Introduction to Credit Derivatives / Edition 2

An Introduction to Credit Derivatives / Edition 2

by Moorad Choudhry
     
 

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ISBN-10: 0080982956

ISBN-13: 9780080982953

Pub. Date: 02/13/2013

Publisher: Elsevier Science

This introduction to credit derivatives and their markets provides a practitioner's perspective on products and the risks they involve.Expanded and updated to cover crisis-related developments,it employsa succinct style without sacrificing technical details and scientific precision.Its liberal use of Bloomberg screens and newworked examplesincrease its hands-on

Overview

This introduction to credit derivatives and their markets provides a practitioner's perspective on products and the risks they involve.Expanded and updated to cover crisis-related developments,it employsa succinct style without sacrificing technical details and scientific precision.Its liberal use of Bloomberg screens and newworked examplesincrease its hands-on practicality. The only book that captures the rapidly changing dynamics of the credit derivatives market, "An Introduction to Credit Derivatives" combines qualitative and quantitative content unavailable elsewhere.

Product Details

ISBN-13:
9780080982953
Publisher:
Elsevier Science
Publication date:
02/13/2013
Pages:
158
Product dimensions:
6.00(w) x 9.00(h) x 0.60(d)

Table of Contents

Credit risk; Credit Derivatives I; Credit Derivatives II; Credit Derivatives III: basic applications; Pricing; CDS pricing; The CDS-ASW basis.

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