Structured credit products : credit derivatives and synthetic securitisation / Moorad Choudhry ; with contributions from Abukar Ali [and others]

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Bibliographic Details
Main Author: Choudhry, Moorad
Other Authors: Abukar, Alì
Format: Software Book
Language:English
Published: Hoboken, NJ : Wiley, 2010.
Edition:2nd ed.
Series:Wiley finance series.
Subjects:

MARC

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245 1 0 |a Structured credit products :  |b credit derivatives and synthetic securitisation /  |c Moorad Choudhry ; with contributions from Abukar Ali [and others] 
250 |a 2nd ed. 
260 |a Hoboken, NJ :  |b Wiley,  |c 2010. 
300 |a xxi, 601 pages :  |b illustrations ;  |c 24 cm +  |e 1 CD-ROM (4 3/4 in) 
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337 |a computer  |b c  |2 rdamedia. 
338 |a computer disc  |b cd  |2 rdacarrier. 
490 1 |a [Wiley finance] 
500 |a Accompanied by 1 CD-ROM containing the following files: Credit default swap pricing model ; Synthetic CDO pricing model and CDO diversity models ; Teaching aids on credit derivatives and structured credit products. 
504 |a Includes bibliographical references and index. 
505 0 |a Credit risk -- Credit derivatives I: Unfunded instruments -- Credit derivatives II: Funded instruments -- Credit analysis and relative value measurement -- Credit derivatives III: Applications -- Credit derivatives pricing and valuation -- Credit default swap pricing -- The asset swap: credit default swap basis I: The asset swap pricing of credit default swaps -- The credit default swap basis II: Analysing the relationship between cash and synthetic markets -- Trading the credit default swap basis: Illustrating positive and negative basis arbitrage trades -- Syndicated loans, loan-only credit default swaps and CDS legal documentation -- An introduction to securitization -- Synthetic collateralised debt obligations -- CDO valuation and cash flow waterfall models -- Synthetic conduits and credit derivative funding structures -- Files on the accompanying CD-R. 
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