The Credit Default Swap Basis
Moorad Choudhry$42.50
$50.00
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.
Binding Type: Hardcover
Publisher: Bloomberg Press
Published: 10/01/2006
ISBN: 9781576602362
Pages: 195
Weight: 0.91lbs
Size: 8.58h x 5.72w x 0.82d
Review Citations: Reference and Research Bk News 02/01/2007 pg. 143
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.
Binding Type: Hardcover
Publisher: Bloomberg Press
Published: 10/01/2006
ISBN: 9781576602362
Pages: 195
Weight: 0.91lbs
Size: 8.58h x 5.72w x 0.82d
Review Citations: Reference and Research Bk News 02/01/2007 pg. 143