Trading Books » Swaps Trading » The Credit Default Swap Basis (Bloomberg Professional)
The Credit Default Swap Basis (Bloomberg Professional)
Moorad Choudhry
Bloomberg Press, 2006, Hardcover, 195 pages, ISBN 1576602362
The growth of the credit derviatives market has produced a liquid market in credit default swaps across the credit curve, and this liquidity has led many investors to access both the credit derivative and cash bond markets to meet their investment requirements.
This book investigates the close relationship between the synthetic and cash markets in credit, which manifests itself in the credit default swap basis. Choudhry covers the factors that drive the basis, implications for market participants, the CDS index basis, and trading the basis.
Credit market investors and traders as well as anyone with an interest in the global debt markets will find this insightful and rewarding.
THIS BOOK QUALIFIES FOR 7 PD CREDITS UNDER THE GUIDELINES OF THE CFA INSTITUTE PROFESSIONAL DEVELOPMENT PROGRAM. (Amazon.com)
Related books:
- Amir Sadr. Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance).
- Fletcher J. Sturm. Trading Natural Gas: Cash, Futures, Options and Swaps.
- J. D. A. Wiseman. Pricing Money: A Beginner's Guide to Money, Bonds, Futures and Swaps.
- Robert W. Kolb. Futures, Options, and Swaps.
- Keith Redhead. Financial Derivatives: An Introduction to Futures, Forwards, Options and Swaps.
- Richard J., Jr. Rendleman. Applied Derivatives: Options, Futures and Swaps.
- . PR Newswire Europe : Bloomberg Launches First Live Multi-Dealer Interest Rate Swaps Trading Platform Worldwide..
- Arbitrage Research and Trading Company. TG2 A Traders Guide To Bonds, Swaps, & IR Instruments - Vol 1: Products, Pricing, & Structuring.
- Ravi E. Dattatreya. Advanced Interest Rate and Currency Swaps: State-of-the-Art Products, Strategies & Risk Management Applications.