The Credit Default Swap Basis
Moorad Choudhry
The Credit Default Swap Basis
Moorad Choudhry
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.
This item is not currently in-stock. It can be ordered online and is expected to ship in approx 2 weeks
Our stock data is updated periodically, and availability may change throughout the day for in-demand items. Please call the relevant shop for the most current stock information. Prices are subject to change without notice.
Sign in or become a Readings Member to add this title to a wishlist.