出版社:John Wiley & Sons
出版日期:2004-12
ISBN:9780470821190
作者:Moorad Choudhry
页数:300页
书籍目录
Foreword Preface Acknowledgements About the Author PART I: CREDIT RISK AND CREDIT DERVIATIVE INSTRUMENTS Chapter 1 Credit Risk Chapter 2 Credit Derivatives: Unfunded Instruments Chapter 3 Credit Derivatives: Funded Instruments Chapter 4 Credit Derivatives: Basic Applications Chapter 5 Credit Derviatives: Pricing and Valuation Chapter 6 Credit Default Swap Pricing Chapter 7 The Asset Swap— Credit Default Swap Basic I Chapter 8 The Credit efault Swap Basis II: Analyzing the Relationship between Cash and Synthetic Markets PART II: STRUCTURED CREDIT PRODUCTS AND SYNTHETIC SECURITISATION Chapter 9 An Introduction to Securitisation Chapter 10 Synthetic Collateralised Debt Obligations Chapter 11 Integrating Cash and Synthetic Markets: Multi-SPV Credit Hybrid CDO Structure Chapter 12 Synthetic CDOS: Risk and Return Chapter 13 Basic Principles in CDO Valuation and Cashflow Waterfall Models Chapter14 Synthetic Mortgage-backed Securities Chapter 15 Synthetic Conduit and Repackaged Transactions Glossary Index
作者简介
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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 collateralised debt obligations. The book features: Detailed product descriptions and analysis Case studies on US, European and Asian transactions Latest developments in synthetic structures. Written in an accessible style by an acclaimed author in the field of finance, this book is aimed at the entire banking, securitisation and fund management market.