Cargando…

An introduction to credit derivatives /

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier, [2004]
Temas:
Acceso en línea:Texto completo

MARC

LEADER 00000cam a2200000 a 4500
001 SCIDIR_ocn213298537
003 OCoLC
005 20231117015101.0
006 m o d
007 cr cn|||||||||
008 080310t20042004ne a ob 001 0 eng d
040 |a OPELS  |b eng  |e pn  |c OPELS  |d OPELS  |d OCLCQ  |d N$T  |d OCLCQ  |d OCLCF  |d UMI  |d OCLCQ  |d AGLDB  |d U3W  |d OCLCQ  |d VTS  |d CUS  |d JBG  |d STF  |d G3B  |d LEAUB  |d OL$  |d VT2  |d OCLCO  |d OCLCQ  |d OCLCO 
019 |a 228508961  |a 824151195  |a 1156340936  |a 1192350384  |a 1240525431 
020 |a 9780750662628 
020 |a 075066262X 
020 |a 9781435644366  |q (electronic bk.) 
020 |a 1435644360  |q (electronic bk.) 
020 |a 0750662794  |q (fixed income markets library) 
020 |a 9780750662796 
035 |a (OCoLC)213298537  |z (OCoLC)228508961  |z (OCoLC)824151195  |z (OCoLC)1156340936  |z (OCoLC)1192350384  |z (OCoLC)1240525431 
050 4 |a HG6024.A3  |b C4924 2004eb 
072 7 |a BUS  |x 036000  |2 bisacsh 
082 0 4 |a 332.63/2  |2 22 
100 1 |a Choudhry, Moorad,  |e author. 
245 1 3 |a An introduction to credit derivatives /  |c Moorad Choudhry. 
264 1 |a Amsterdam ;  |a Boston :  |b Elsevier,  |c [2004] 
264 4 |c �2004 
300 |a 1 online resource (xiii, 114 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
520 |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. 
504 |a Includes bibliographical references and index. 
505 0 |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. 
588 0 |a Print version record. 
650 0 |a Credit derivatives. 
650 6 |a Instruments d�eriv�es de cr�edit.  |0 (CaQQLa)201-0321016 
650 7 |a BUSINESS & ECONOMICS  |x Investments & Securities  |x General.  |2 bisacsh 
650 7 |a Credit derivatives  |2 fast  |0 (OCoLC)fst00882587 
776 0 8 |i Print version:  |a Choudhry, Moorad.  |t Introduction to credit derivatives.  |d Amsterdam ; Boston : Elsevier, 2004  |z 075066262X  |z 9780750662628  |w (DLC) 2003056943  |w (OCoLC)53330942 
856 4 0 |u https://sciencedirect.uam.elogim.com/science/book/9780750662628  |z Texto completo