The Credit Default Swap Basis

By:

Moorad Choudhry

Format:

Hardback

Series:

Bloomberg Financial

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Description

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 Biography:

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.

Release date NZ

October 1st, 2006

Author

Moorad Choudhry

Audience

Professional & Vocational

Pages

226

Series

Bloomberg Financial

Dimensions

147x218x23

ISBN-13

9781576602362

Product ID

6109721

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