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Introduction to Credit Derivatives

Moorad Choudhry
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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.
      Format: CONTRIBUTORS: Moorad Choudhry EAN: 9780080982953 COUNTRY: United Kingdom PAGES: WEIGHT: 380 g HEIGHT: 229 cm
      PUBLISHED BY: Elsevier Science & Technology DATE PUBLISHED: 2012-12-22 CITY: GENRE: BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / Multivariate Analysis WIDTH: 152 cm SPINE:

      Book Themes:

      Banking

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      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.
      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.
      Format: CONTRIBUTORS: Moorad Choudhry EAN: 9780080982953 COUNTRY: United Kingdom PAGES: WEIGHT: 380 g HEIGHT: 229 cm
      PUBLISHED BY: Elsevier Science & Technology DATE PUBLISHED: 2012-12-22 CITY: GENRE: BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / Multivariate Analysis WIDTH: 152 cm SPINE:

      Book Themes:

      Banking

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      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.

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