{"product_id":"structured-credit-products-9780470824139","title":"Structured Credit Products","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eUpdated coverage of structured credit products with in-depth coverage of the latest developments \u003cp\u003eStructured 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,along with models and teaching aids.\u003c\/p\u003e \u003cp\u003eMoorad 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 reade\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eForeword Professor \u003ci\u003eDarrell Duffie\u003c\/i\u003e, Stanford University xi\u003c\/p\u003e \u003cp\u003ePreface xv\u003c\/p\u003e \u003cp\u003eAcknowledgements xix\u003c\/p\u003e \u003cp\u003eAbout the Author xxi\u003c\/p\u003e \u003cp\u003ePrologue The 2007–2008 credit and liquidity crunch: Impact on structured credit markets 1\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart I Credit risk and credit derivative instruments 21\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 1 Credit risk 27\u003c\/p\u003e \u003cp\u003eChapter 2 Credit derivatives I: Unfunded instruments 57\u003c\/p\u003e \u003cp\u003eChapter 3 Credit derivatives II: Funded instruments 163\u003c\/p\u003e \u003cp\u003eChapter 4 Credit analysis and relative value measurement 185\u003c\/p\u003e \u003cp\u003eChapter 5 Credit derivatives III: Applications 203\u003c\/p\u003e \u003cp\u003eChapter 6 Credit derivatives pricing and valuation 227\u003c\/p\u003e \u003cp\u003eChapter 7 Credit default swap pricing 251\u003c\/p\u003e \u003cp\u003eChapter 8 The asset swap—credit default swap basis I: The asset swap pricing of credit default swaps 281\u003c\/p\u003e \u003cp\u003eChapter 9 The credit default swap basis II: Analysing the relationship between cash and synthetic markets 293\u003c\/p\u003e \u003cp\u003eChapter 10 Trading the credit default swap basis: Illustrating positive and negative basis arbitrage trades 343\u003c\/p\u003e \u003cp\u003eChapter 11 Syndicated loans, loan-only credit default swaps and CDS legal documentation 371\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart II Structured credit products and synthetic securitisation 403\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 12 An introduction to securitisation 405\u003c\/p\u003e \u003cp\u003eChapter 13 Synthetic collateralised debt obligations 445\u003c\/p\u003e \u003cp\u003eChapter 14 CDO valuation and cash flow waterfall models 507\u003c\/p\u003e \u003cp\u003eChapter 15 Synthetic conduits and credit derivative funding structures 533\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart III CD-R 559\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 16 Files on the accompanying CD-R 561\u003c\/p\u003e \u003cp\u003eContributing authors 567\u003c\/p\u003e \u003cp\u003eAfterword: Econometrics, finance and football 569\u003c\/p\u003e \u003cp\u003eGlossary 575\u003c\/p\u003e \u003cp\u003eIndex 589\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":48864640074071,"sku":"9780470824139","price":71.25,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780470824139.jpg?v=1722272849","url":"https:\/\/bookcurl.com\/products\/structured-credit-products-9780470824139","provider":"Book Curl","version":"1.0","type":"link"}