Structured credit products
credit derivatives and synthetic securitisation
- ISBN: 9780470824139
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2010
- Lugar de la edición: Chichester. Reino Unido
- Edición número: 2nd ed
- Colección: Wiley Finance
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 500
- Idiomas: Inglés
This book features updated coverage of structured credit products with in-depth coverage of the latest developments. 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 collateralized debt obligations. This new edition features updated case studies from Europe and Asia, the latest developments in synthetic structures, the impact of the subprime meltdown, and a CD-ROM of models and teaching aids. Moorad Choudhry is Head of Treasury at Europe Arab Bank plc in London. He is a Visiting Professor at the Department of Economics at London Metropolitan University.
