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Hardcover The Credit Default Swap Basis Book

ISBN: 1576602362

ISBN13: 9781576602362

The Credit Default Swap Basis

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Format: Hardcover

Condition: Good*

*Best Available: (missing dust jacket)

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Book Overview

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...

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