The Credit Default Swap Basis by Choudhry, Moorad

The Credit Default Swap Basis (Hardcover) (ISBN-13: 9781576602362)

Vendor: Moorad Choudhry
Product type: Books
Format: Hardcover
$50.00
$50.00
$50.00
Subtotal: $50.00
The Credit Default Swap Basis by Choudhry, Moorad

The Credit Default Swap Basis

$50.00
The Credit Default Swap Basis by Choudhry, Moorad

The Credit Default Swap Basis

$50.00
Format: Hardcover
Description
Description
x
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.



Author: Moorad Choudhry
ISBN-10: 1576602362
ISBN-13: 9781576602362
Publisher: Bloomberg Press
Language: English
Published: 10/01/2006
Pages: 226
Format: Hardcover
Weight: 0.91lbs
Size: 8.58h x 5.72w x 0.82d

Review Citation(s):
Reference and Research Bk News 02/01/2007 pg. 143
By Moorad Choudhry
By Moorad Choudhry
x

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.

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