An Introduction to Credit Derivatives

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  • Publisher : Butterworth-Heinemann
  • Release : 31 December 2012
  • ISBN : 9780080982984
  • Page : 158 pages
  • Rating : 4.5/5 from 103 voters

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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 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

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An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release Date : 2012-12-31
  • ISBN : 9780080982984
GET THIS BOOKAn 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,

Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antulio N. Bomfim
  • Publisher : Academic Press
  • Release Date : 2015-11-23
  • ISBN : 9780128004906
GET THIS BOOKUnderstanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including

Credit Derivatives

Credit Derivatives
  • Author : Geoff Chaplin
  • Publisher : John Wiley & Sons
  • Release Date : 2010-03-30
  • ISBN : 9780470689868
GET THIS BOOKCredit 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

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 Date : 2006-06-14
  • ISBN : 9780470026236
GET THIS BOOKCredit 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

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 Date : 2011-03-08
  • ISBN : 1119995442
GET THIS BOOKModelling 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

Credit Derivatives Pricing Models

Credit Derivatives Pricing Models
  • Author : Philipp J. Schönbucher
  • Publisher : John Wiley & Sons
  • Release Date : 2003-10-31
  • ISBN : 9780470868171
GET THIS BOOKCredit Derivatives Pricing Models

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing,

The Oxford Handbook of Credit Derivatives

The Oxford Handbook of Credit Derivatives
  • Author : Alexander Lipton,Andrew Rennie
  • Publisher : OUP Oxford
  • Release Date : 2013-01-17
  • ISBN : 9780191648250
GET THIS BOOKThe Oxford Handbook of Credit Derivatives

From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation. Both reduced-form and firm-value models for the default of single entities are considered

Credit Derivatives

Credit Derivatives
  • Author : George Chacko,Anders Sjöman,Hideto Motohashi,Vincent Dessain
  • Publisher : Pearson Education
  • Release Date : 2006-06-02
  • ISBN : 9780132715928
GET THIS BOOKCredit Derivatives

The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly, professionals in corporate finance need to understand the workings of the credit risk market in order to successfully manage risk in their own organizations; in addition, some wish to move into the field on a full-time basis. Most books in the field, however, are either too academic for working professionals, or written for those who already

Applications of Credit Derivatives

Applications of Credit Derivatives
  • Author : Harald Seemann
  • Publisher : diplom.de
  • Release Date : 2008-01-24
  • ISBN : 9783836608428
GET THIS BOOKApplications 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

Structured Credit Products

Structured Credit Products
  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release Date : 2011-09-20
  • ISBN : 9781118177136
GET THIS BOOKStructured Credit Products

Updated coverage of structured credit products with in-depth coverage of the latest developments Structured credit products are one of today's fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused description of the main credit derivative instruments, as well as the more complex products such as

Credit Derivatives

Credit Derivatives
  • Author : Erik Banks,Morton Glantz,Paul Siegel
  • Publisher : McGraw Hill Professional
  • Release Date : 2007
  • ISBN : 9780071453141
GET THIS BOOKCredit Derivatives

Credit derivatives are the key risk-management tools for todays finance practitioner.

Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling
  • Author : Christian Bluhm,Ludger Overbeck,Christoph Wagner
  • Publisher : CRC Press
  • Release Date : 2016-04-19
  • ISBN : 9781584889939
GET THIS BOOKIntroduction to Credit Risk Modeling

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin

An Introduction Credit Derivatives

An Introduction Credit Derivatives
  • Author : Gunter Dufey and Florian Rehm
  • Publisher : Unknown
  • Release Date : 2000
  • ISBN : UOMDLP:b2034669:0001.001
GET THIS BOOKAn Introduction Credit Derivatives

Credit Risk: Modeling, Valuation and Hedging

Credit Risk: Modeling, Valuation and Hedging
  • Author : Tomasz R. Bielecki,Marek Rutkowski
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-03-14
  • ISBN : 9783662048214
GET THIS BOOKCredit Risk: Modeling, Valuation and Hedging

The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades.

Credit Risk

Credit Risk
  • Author : Niklas Wagner
  • Publisher : CRC Press
  • Release Date : 2008-05-28
  • ISBN : 1584889950
GET THIS BOOKCredit Risk

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sections, the book • Explores the rapidly developing area of credit derivative products, including iTraxx Futures, iTraxx Default Swaptions, and constant proportion debt obligations • Addresses the relationships between the DJ iTraxx credit default swap (CDS) index