Credit Default Swap Basis (Hardcover)
 
作者: Moorad Choudhry 
書城編號: 377098


售價: $950.00

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出版社: Wiley
出版日期: 2021/08/16
ISBN: 9780470915837

商品簡介
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.

Moorad Choudhry 作者作品表

Credit Default Swap Basis (Hardcover)

eBook: Analysing and Interpreting the Yield Curve (DRM PDF)

eBook: Analysing and Interpreting the Yield Curve (DRM EPUB)

Moorad Choudhry Anthology, + Website: Past, Present and Future Principles of Bank Risk Management (hardcover)

eBook: Moorad Choudhry Anthology (DRM EPUB)

eBook: Moorad Choudhry Anthology (DRM PDF)

eBook: Introduction to Banking (DRM EPUB)

eBook: Introduction to Banking (DRM PDF)

Introduction to Banking (Paperback)

Advanced Fixed Income Analysis (2 ed) (Hardcover)

Introduction to Value-At-Risk (Paperback)

eBook: Mechanics of Securitization (DRM PDF)

An Introduction to Credit Derivatives (2 ed) (Hardcover)

Mechanics of Securitization (Hardcover)

eBook: Mechanics of Securitization (DRM EPUB)

eBook: Introduction to Credit Derivatives (DRM EPUB)

eBook: Introduction to Credit Derivatives (DRM PDF)

eBook: Principles of Banking (DRM EPUB)

Principles of Banking (Hardcover)

eBook: Principles of Banking (DRM PDF)

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