An introduction to credit derivatives:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier
2004
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | 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 Includes bibliographical references and index 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 |
| Beschreibung: | 1 Online-Ressource (xiii, 114 p.) |
| ISBN: | 075066262X 1435644360 9780750662628 9781435644366 |
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| 500 | |a 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 | ||
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
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Datensatz im Suchindex
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|---|---|
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| author | Choudhry, Moorad |
| author_facet | Choudhry, Moorad |
| author_role | aut |
| author_sort | Choudhry, Moorad |
| author_variant | m c mc |
| building | Verbundindex |
| bvnumber | BV043044106 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)213298537 (DE-599)BVBBV043044106 |
| dewey-full | 332.63/2 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2 |
| dewey-search | 332.63/2 |
| dewey-sort | 3332.63 12 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:15:50Z |
| institution | BVB |
| isbn | 075066262X 1435644360 9780750662628 9781435644366 |
| language | English |
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| physical | 1 Online-Ressource (xiii, 114 p.) |
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| spelling | Choudhry, Moorad Verfasser aut An introduction to credit derivatives Moorad Choudhry Amsterdam Elsevier 2004 1 Online-Ressource (xiii, 114 p.) txt rdacontent c rdamedia cr rdacarrier 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 Includes bibliographical references and index 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 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Credit derivatives fast Wirtschaft Credit derivatives Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Theorie (DE-588)4059787-8 gnd rswk-swf Kreditderivat (DE-588)7660453-6 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kreditderivat (DE-588)7660453-6 s Kreditrisiko (DE-588)4114309-7 s Risikomanagement (DE-588)4121590-4 s Theorie (DE-588)4059787-8 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=117117 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Choudhry, Moorad An introduction to credit derivatives BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Credit derivatives fast Wirtschaft Credit derivatives Kreditrisiko (DE-588)4114309-7 gnd Theorie (DE-588)4059787-8 gnd Kreditderivat (DE-588)7660453-6 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4114309-7 (DE-588)4059787-8 (DE-588)7660453-6 (DE-588)4121590-4 |
| title | An introduction to credit derivatives |
| title_auth | An introduction to credit derivatives |
| title_exact_search | An introduction to credit derivatives |
| title_full | An introduction to credit derivatives Moorad Choudhry |
| title_fullStr | An introduction to credit derivatives Moorad Choudhry |
| title_full_unstemmed | An introduction to credit derivatives Moorad Choudhry |
| title_short | An introduction to credit derivatives |
| title_sort | an introduction to credit derivatives |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Credit derivatives fast Wirtschaft Credit derivatives Kreditrisiko (DE-588)4114309-7 gnd Theorie (DE-588)4059787-8 gnd Kreditderivat (DE-588)7660453-6 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Credit derivatives Wirtschaft Kreditrisiko Theorie Kreditderivat Risikomanagement |
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