國立虎尾科技大學 |

An introduction to credit derivatives

Record Type:	Language materials, printed : Monograph/item
Title/Author:	An introduction to credit derivatives/ Moorad Choudhry.
Author:	Choudhry, Moorad.
Published:	Amsterdam ;Elsevier, : 2004.,
Description:	xiii, 114 p. :ill. ; : 25 cm.;
Subject:	Credit derivatives. -
Online resource:	An electronic book accessible through the World Wide Web; click for information
ISBN:	9780750662628

An introduction to credit derivatives
Choudhry, Moorad.

An introduction to credit derivatives[electronic resource] /Moorad Choudhry. - Amsterdam ;Elsevier,2004. - xiii, 114 p. :ill. ;25 cm.

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.

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.

Electronic reproduction.
Amsterdam :
Elsevier Science & Technology,
2008.

Mode of access: World Wide Web.

ISBN: 9780750662628

Source: 103834:103854Elsevier Science & Technologyhttp://www.sciencedirect.comSubjects--Topical Terms:

654736
Credit derivatives.
Index Terms--Genre/Form:

554714
Electronic books.

LC Class. No.: HG6024.A3 / C4924 2004eb

Dewey Class. No.: 332.63/2

An introduction to credit derivatives
LDR:02563cam 2200313Ia 4500 001 618079
003 OCoLC
005 20090612093507.0
006 m d
007 cr cn|||||||||
008 100106s2004 ne a sb 001 0 eng d
020 $a 9780750662628
020 $a 075066262X
029 1 $a AU@ $b 000043178631
035 $a (OCoLC)213298537
035 $a ocn213298537
037 $a 103834:103854 $b Elsevier Science & Technology $n http://www.sciencedirect.com
040 $a OPELS $c OPELS $d OPELS
049 $a TEFA
050 1 4 $a HG6024.A3 $b C4924 2004eb
082 0 4 $a 332.63/2 $2 22
100 1 $a Choudhry, Moorad. $3 564604
245 1 3 $a An introduction to credit derivatives $h [electronic resource] / $c Moorad Choudhry.
260 $a Amsterdam ; $a Boston : $c 2004. $b Elsevier,
300 $a xiii, 114 p. : $b ill. ; $c 25 cm.
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.
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.
533 $a Electronic reproduction. $b Amsterdam : $c Elsevier Science & Technology, $d 2008. $n Mode of access: World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Mar. 10, 2008). $n Access may be restricted to users at subscribing institutions.
650 0 $a Credit derivatives. $3 654736
655 7 $a Electronic books. $2 local $3 554714
710 2 $a ScienceDirect (Online service) $3 636041
856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780750662628 $z An electronic book accessible through the World Wide Web; click for information
994 $a C0 $b TEF