The Credit Default Swap Basis PDF
226 Pages·2006·5.564 MB·English
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Книга The Credit Default Swap Basis The Credit Default Swap BasisКниги Экономика Автор: Moorad Choudhry Год издания: 2006 Формат: pdf Издат.:Bloomberg Press Страниц: 195 Размер: 5,4 ISBN: 1576602362 Язык: Английский0 (голосов: 0) Оценка: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.
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