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Author
Publisher
Bloomberg Press
Pub. Date
©2006
Physical Desc
1 online resource (xvii, 195 pages) : illustrations
Language
English
Description
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 relationship between the synthetic and cash markets in credit, which manifests itself in the credit default swap basis. Choudhry covers the factors that drive...
Author
Series
Publisher
Bloomberg Press
Pub. Date
©2010
Edition
2nd ed.
Physical Desc
1 online resource (xix, 475 pages) : illustrations
Language
English
Description
"As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market."--Provided by publisher.
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