0

The Credit Default Swap Basis

Bloomberg Professional

Erscheint am 01.12.2030
CHF 109,20
(inkl. MwSt.)
UVP

Lieferbarkeit auf Anfrage

In den Warenkorb
Bibliografische Daten
ISBN/EAN: 9780470915837
Sprache: Englisch
Umfang: 224
Auflage: 2. Auflage
Einband: Gebunden

Beschreibung

An up-to-date resource on the intricacies of the credit default swap basis While credit default swaps and credit derivatives are of great concern to many in the field of finance, the Second Edition of The Credit Default Swap Basis does not directly focus on these issues. It is instead about an aspect of CDS behavior, the basis, which is of importance to all users of CDS products. An understanding of the basis is essential to anyone involved in the credit-risky debt capital markets, whether you're an investor, trader, or broker. 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 value analysis, and for trading purposes. In this updated Second Edition, author Moorad Choudhry, a market practitioner who has published widely in the field of credit derivatives, explores this dynamic discipline and examines the structural changes in the CDS market, including new settlement mechanisms and contract standardization. Along the way, he describes how basis pricing has changed in the aftermath of the financial crisis and what that change means in regard to overall market and trading opportunities. * The only book on basis issues of credit default swaps, it provides practitioners with vital information on valuation, credit risk assessment, and basis trading strategies * Addresses structural changes to the market, including the introduction of central clearing houses in the U.S. and Europe and standardization of contracts to reduce disputes about payout settlements * Covers the close relationship between the synthetic and cash markets in credit, which manifests itself in the credit default swap basis The Credit Default Swap Basis, Second Edition offers invaluable market insights to all financial professionals seeking a deeper understanding of credit derivatives and fixed income securities.

Weitere Artikel vom Autor "Choudhry, Moorad"

Lieferbarkeit auf Anfrage

CHF 114,30
inkl. MwSt.
UVP

Lieferbarkeit auf Anfrage

CHF 146,00
inkl. MwSt.
UVP

Lieferbarkeit auf Anfrage

CHF 66,00
inkl. MwSt.
UVP

Lieferbarkeit auf Anfrage

CHF 49,00
inkl. MwSt.
UVP
Alle Artikel anzeigen

Weitere Artikel aus der Kategorie "Wirtschaft"

Lieferbar innerhalb 36 Stunden

CHF 45,00
inkl. MwSt.
UVP

Lieferbar innerhalb 36 Stunden

CHF 38,40
inkl. MwSt.
UVP

Lieferbar in ca. 10-14 Arbeitstagen

CHF 77,00
inkl. MwSt.
UVP

Lieferbar innerhalb 36 Stunden

CHF 45,00
inkl. MwSt.
UVP

Lieferbar in ca. 5 Arbeitstagen

CHF 46,30
inkl. MwSt.
UVP

Lieferbar in ca. 10-14 Arbeitstagen

CHF 33,50
inkl. MwSt.
UVP
Alle Artikel anzeigen