The Credit Default Swap Basis /

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 relat...

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Bibliographic Details

Main Author:	Choudhry, Moorad (Author)
Corporate Author:	Safari, an O'Reilly Media Company
Format:	eBook
Language:	English
Published:	Bloomberg Press, 2006.
Edition:	1st edition.
Subjects:	Electronic books.
Online Access:	Connect to this electronic resource