|
Usually ships within 3 to 5 working days
|
- Product code: 131138
- ISBN: 1576602362,
ISBN13: 9781576602362,
195 pages, hardback
Published by Kogan Page on 2006
Rate this book...
Rating: 0.0/5 (0 votes cast)
|
|
|
|
|
Description of The Credit Default Swap Basis |
The credit default swap basis (the basis) defines the relationship between the cash and synthetic credit markets. Finance professionals need to understand the drivers of the basis in order to better undertake investment and relative value analysis. In this book Moorad Choudhry, a market practioner who has published widely in the field of credit derivatives, explores the three most important aspects of the basis: why synthetic and cash prices differ, how to measure the basis, and how to trade the basis. This book offers invaluable market insight to all professionals seeking a deeper understanding of credit derivatives and fixed income securities.
|
Buyers of The Credit Default Swap Basis also bought
Bulk buying
| If you need bulk copies of The Credit Default Swap Basis, or are interested in opening a corporate account, please contact us. |
|
Shopping basket