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Structured Credit Products Credit Derivatives and Synthetic Securitisation Second Edition by Moorad Choudhry ISBN 0470824131 978-0470824139

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Structured Credit Products Credit Derivatives and Synthetic Securitisation Second Edition Moorad Choudhry Digital Instant Download

Author(s): Moorad Choudhry, Abukar Ali, Suleman Baig, James Croke, Jaffar Hussain, Zhuoshi Liu, Richard Pereira, Sharad Samy, Timo SchlaFer, Daniel Sempere?Roldan, Marliese Uhrig?Homburg(auth.)
ISBN(s): 9781118390504, 1118390504
File Details: PDF, 6.77 MB
Year: 2010
Language: english
SKU: EB-4312638 Category: Tags: , , , , , , , , , ,

Structured Credit Products Credit Derivatives and Synthetic Securitisation Second Edition by Moorad Choudhry- Ebook PDF Instant Download/Delivery: 0470824131,  978-0470824139
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Product details: 

ISBN 10: 0470824131

ISBN 13:  978-0470824139

Author: Moorad Choudhry

Structured credit products are one of today’s fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused description of the main credit derivative instruments, as well as the more complex products such as synthetic collateralized debt obligations. This new edition features updated case studies from Europe and Asia, the latest developments in synthetic structures, the impact of the subprime meltdown, along with models and teaching aids.

Table of contents: 

Part I: Credit Risk and Credit Derivative Instruments

  1. Chapter 1: Credit Risk

  2. Chapter 2: Credit Derivatives I: Unfunded Instruments

  3. Chapter 3: Credit Derivatives II: Funded Instruments

  4. Chapter 4: Credit Analysis and Relative Value Measurement

  5. Chapter 5: Credit Derivatives III: Applications

  6. Chapter 6: Credit Derivatives Pricing and Valuation

  7. Chapter 7: Credit Default Swap Pricing

  8. Chapter 8: The Asset Swap—Credit Default Swap Basis I: The Asset Swap Pricing of Credit Default Swaps

  9. Chapter 9: The Credit Default Swap Basis II: Analysing the Relationship Between Cash and Synthetic Markets

  10. Chapter 10: Trading the Credit Default Swap Basis: Illustrating Positive and Negative Basis Arbitrage Trades

  11. Chapter 11: Syndicated Loans, Loan-Only Credit Default Swaps and CDS Legal Documentation

Part II: Structured Credit Products and Synthetic Securitisation

  1. Chapter 12: An Introduction to Securitisation

  2. Chapter 13: Synthetic Collateralised Debt Obligations

  3. Chapter 14: CDO Valuation and Cash Flow Waterfall Models

  4. Chapter 15: Synthetic Conduits and Credit Derivative Funding Structures

Part III: CD-R

  1. Chapter 16: Files on the Accompanying CD-R

  2. Contributing Authors

  3. Afterword: Econometrics, Finance and Football

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Tags: Moorad Choudhry, Structured Credit, Credit Derivatives, Synthetic Securitisation