An Introduction to Credit Derivatives
By Moorad Choudhry
Publisher: Elsevier / Butterworth-Heinemann
Released: June 2004
Pages: 128

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

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