The Credit Default Swap Basis (Bloomberg Financial)

Moorad Choudhry,Richard Pereira

ISBN 10: 1576602362 / ISBN 13: 9781576602362

Published by Bloomberg Press, 2006

About this Item

The Credit Default Swap Basis (Bloomberg Financial) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .

Seller Inventory # 7719-9781576602362

Bibliographic Details

• Title: The Credit Default Swap Basis (Bloomberg Financial)
• Publisher: Bloomberg Press
• Publication Date: 2006
• Language: English
• ISBN 10: 1576602362
• ISBN 13: 9781576602362
• Binding: Hardcover
• Condition: Very Good

About this title

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.

About the Author

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.