The Credit Default Swap Basis Год выпуска: 2006Автор: Moorad ChoudhryИздательство: Bloomberg PressСтраниц: 196ISBN: 1576602362Описание The credit default swap basis (the basis) defines the relationship between the cash and synthetic credit markets. Finance professionals need to understand the drivers of the basis in order to better undertake investment and relative value analysis. In this book Moorad Choudhry, a market practioner who has published widely in the field of credit derivatives, explores the three most important aspects of the basis: why synthetic and cash prices differ, how to measure the basis, and how to trade the basis. This book offers invaluable market insight to all professionals seeking a deeper understanding of credit derivatives and fixed-income securities.
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