Credit derivatives are the key risk-management tools for todays finance practitioner.
Credit derivatives have become one of the fastest-growing areas of interest in global derivatives and risk management.
Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this ...
Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more.
The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008.
In this comprehensive text, Mark J.P. Anson, Frank J. Fabozzi, Moorad Choudhry, and Ren-Raw Chen cover everything, from the basics of why credit risk is important, to accounting and tax implications of credit derivatives.
This text goes beyond the fundamentals of credit derivatives, to explore the practical realities of derivatives in a credit risk management strategy.
This concise book is ideal for instructors seeking to supplement traditional derivatives course material, as well as those looking to enhance their own understanding of this fast-growing area.
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Credit Derivatives fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand.
This work aims to analyze the usage of credit derivatives in economic life and describes the different financial players who are involved in those deals. Explanations for certain decisions and credit views are presented.