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Book Cover
Author Choudhry, Moorad.

Title An introduction to credit derivatives / Moorad Choudhry
Published New York : Elsevier Butterworth-Heinemann, 2004


Location Call no. Vol. Availability
 MELB  332.632 Cho/Itc  AVAILABLE
Description xii, 114 pages : illustrations ; 24 cm
Series Fixed income markets library
Fixed income markets library.
Contents 1. Credit risk -- 2. Credit derivative instruments : part I -- 3. Credit derivative instruments : part II -- 4. Credit derivatives : basic applications -- 5. Credit derivatives pricing and valuation -- 6. Credit default swap pricing -- 7. The asset swap-credit default swap basis
Summary "This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. Products are described with the help of worked examples and Bloomberg screens."--BOOK JACKET
Notes Includes index
Bibliography Includes bibliographical references and index
Subject Credit derivatives.
LC no. 2003056943
ISBN 0750662794 Fixed Income Markets Library
075066262X alkaline paper