1 option
CDS delivery option : better pricing of credit default swaps / David Boberski.
- Format:
- Book
- Author/Creator:
- Boberski, David.
- Series:
- Bloomberg Financial
- Bloomberg Financial ; v.48
- Language:
- English
- Subjects (All):
- Credit derivatives.
- Swaps (Finance).
- Default (Finance).
- Risk management.
- Physical Description:
- 1 online resource (223 p.)
- Edition:
- 1st edition
- Other Title:
- Better pricing of credit default swaps
- Credit default swap delivery option
- Place of Publication:
- New York : Bloomberg Press, 2009.
- Language Note:
- English
- System Details:
- text file
- Summary:
- "David Boberski is executive director and head of exchange-traded derivative strategy within Prime Services at UBS Investment Bank. Institutional Investor has named Boberski to its All-American Fixed-Income Research Team for his work in federal agency debt and interest-rate derivatives. This is Boberski's second book"--Provided by publisher.
- Contents:
- pt. 1. Markets and mechanisms
- pt. 2. The delivery option
- pt. 3. Contract design
- pt. 4. A bear market case study.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 9786612683497
- 9781119204411
- 1119204410
- 9781282683495
- 1282683497
- 9780470883259
- 0470883251
- OCLC:
- 638860341
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