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The Credit Default Swap Basis
The Credit Default Swap Basis
Author: Moorad Choudhry
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 ...  more »
ISBN-13: 9781576602362
ISBN-10: 1576602362
Publication Date: 10/1/2006
Pages: 195
Edition: 1
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Publisher: Bloomberg Press
Book Type: Hardcover
Members Wishing: 0
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