大葉大學圖書館 |

An introduction to credit derivatives[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.63/2
書名/作者:	An introduction to credit derivatives/ Moorad Choudhry.
作者:	Choudhry, Moorad.
出版者:	Amsterdam ; : Elsevier,, 2004.
面頁冊數:	xiii, 114 p. : : ill. ;; 25 cm.
標題:	Credit derivatives.
ISBN:	9780750662628
ISBN:	075066262X
書目註:	Includes bibliographical references and index.
內容註:	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.
摘要、提要註:	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.
電子資源:	An electronic book accessible through the World Wide Web; click for information

An introduction to credit derivatives[electronic resource] /
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:

342281
Credit derivatives.
Index Terms--Genre/Form:

336502
Electronic books.

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

Dewey Class. No.: 332.63/2

An introduction to credit derivatives[electronic resource] /
LDR:02678cam 2200325Ia 4500 001 341468
003 OCoLC
005 20090612093507.0
006 m d
007 cr cn|||||||||
008 110627s2004 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 358875
245 1 3 $a An introduction to credit derivatives $h [electronic resource] / $c Moorad Choudhry.
260 $a Amsterdam ; $a Boston : $b Elsevier, $c 2004.
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 342281
655 7 $a Electronic books. $2 local $3 336502
710 2 $a ScienceDirect (Online service) $3 365609
776 1 $c Original $z 075066262X $z 9780750662628 $z 0750662794 $z 9780750662796 $w (DLC) 2003056943 $w (OCoLC)53330942
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