The Credit Default Swap Basis (Bloomberg Financial)

Choudhry, Moorad

ISBN 10: 1576602362 / ISBN 13: 9781576602362

Editore: Bloomberg Press, 2006

In unread excellent condition. Pages are crisp and clean with no markings. Item may have minor shelf wear on the cover, spine, pages, or dust cover. Item may contain remainder marks on edges. Codice articolo DBV.1576602362.LN

Riassunto:

The growth of the credit derivatives market has meant that credit default swaps (CDSs) have been playing a big part in the credit market situation. An understanding of how these instruments work and what they can, and cannot, offer is vital to knowing how to best use them.

This book investigates the close relationship between the synthetic and cash markets in credit, which manifests in the credit default swap basis. Choudhry covers:

• factors that drive the basis
• implications for market participants
• the CDS index basis
• trading the basis

Credit market investors and traders as well as anyone with an interest in the global debt markets will find The Credit Default Swap Basis insightful and rewarding.

Informazioni sull?autore:

DR. MOORAD CHOUDHRY is head of Treasury at KBC Financial Products in London. He is a visiting professor at the Department of Economics, London Metropolitan University, a visiting research fellow at the ICMA Centre, University of Reading; a senior fellow at the Centre for Mathematical Trading and Finance, Cass Business School; and a fellow of the Securities and Investment Institute. Choudhry is the author of numerous books, including Fixed-Income Securities and Derivatives Handbook.

Dati bibliografici

Titolo: The Credit Default Swap Basis (Bloomberg ...
Casa editrice: Bloomberg Press
Data di pubblicazione: 2006
Legatura: Rilegato
Condizione: like_new