ean 9780470824139 temática MANAGEMENT edición 2ND EDITION año Publicación 2009 idioma INGLÉS editorial WILEY páginas 300 formato CARTONÉ 96,80 €    PEDIR   NOVEDAD

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Moorad Choudhry returns with this excellent update of the credit derivatives market. The second edition of his classic work is, like the subject matter itself, at the forefront of the financial industry. It deserves a wide readership. Dr Didier Joannas Regional Director, Thomson Reuters, Hong Kong This is the perfect companion for both experienced and entry level professionals working in the structured credit fraternity. It is an erudite, insightful and enjoyable read that successfully demystifies one of the most topical subject areas in banking today, while also providing important practical examples that link the theory to the job itself. Dr James Berriman Global Pricing Unit, Royal Bank of Scotland Moorad Choudhry has earned a deserved reputation from both academics and practitioners as one of the leading practical yet rigorous authors of finance books. In this Second Edition, his practical knowledge of credit derivatives keeps the audience engaged with straightforward explanations of complicated structures, and an accessible level of mathematical sophistication necessary to understand structured credit products. The author offers complete, rigorous analysis while avoiding overuse of mathematical formulas and carefully balanced practical and theoretical aspects of the subject. I strongly recommend this book for those wishing to gain an intuitive understanding of structured credit products, from practitioners to students of finance! Mohamoud Barre Dualeh Senior Product Developer, Abu Dhabi Commercial Bank, UAE This is THE book for credit derivative trading. From first steps to advanced trading strategies, this is invaluable. Well written and insightful, perfect for ad hoc reference or reading cover to cover. Andrew Benson ETF Market Making, KBC Peel Hunt, London Professor Choudhry has inspired me to really get into credit derivatives. It’s great to be lectured by someone with such energy and practical hands-on experience, as well as the ability to get stuck into the details. George Whicheloe Equity-Linked Technology, Merrill Lynch, London

indíce

Foreword (Professor Darrell Duffie, Stanford University). Preface: Preface plus summary outline of book. Part I: Credit risk and credit derivative instruments Ch1: Credit risk and default. Ch 2: Credit Derivatives I. Ch 3: Credit Derivatives II. Ch 4: Credit Derivatives III: basic applications. Ch 5: Pricing. Ch 6: CDS pricing. Ch 7: The CDS basis I. Ch 8: The CDS basis II. Part II: Structured Credit Products and Synthetic Securitisation. Ch 9: An introduction to securitisation. Ch 10: Synthetic CDOs I. Ch 12: Synthetic CDO risk and returns. Ch 13: Synthetic CDO pricing and valuation. Ch14: Synthetic MBS. Ch 15: ABCP. Ch 16: ABCP closing process. Ch 17: Rating agency methodology. Ch 19: xxx. Part III: Legal and documentation considerations. Ch 18: Reg Cap & Basel II treatment of credit derivatives.<.> Part IV: Software. Ch 20: Description of files on CD-R. Author interview.