The Credit Default Swap Basis

by Moorad Choudhry

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...

• Format: Hardcover
• Language: English
• ISBN: 1576602362
• ISBN13: 9781576602362
• Release Date: October 2006
• Publisher: Bloomberg Press
• Length: 226 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.8" x 5.7" x 8.6"