结构信贷产品

出版时间：2004-12  出版社：John Wiley & Sons  作者：Moorad Choudhry  页数：436  

内容概要

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.

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