The Credit Default Swap Basis - Couverture rigide

Choudhry, Moorad

 
9781576602362: The Credit Default Swap Basis
Couverture rigide
ISBN 10 : 1576602362 ISBN 13 : 9781576602362
Editeur : Bloomberg Press, 2006

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Bloomberg Press
Date d'édition
2006
Langue
anglais
ISBN 10 
1576602362
ISBN 13 
9781576602362
Reliure
Relié
Numéro d'édition
1
Nombre de pages
226
Coordonnées du fabricant
non disponible
Personne responsable
non disponible