CDS delivery option : better pricing of credit default swaps /

"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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Boberski, David
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York : Bloomberg Press, 2009.
Temas:
Credit derivatives.
Swaps (Finance)
Default (Finance)
Risk management.
Instruments dérivés de crédit.
Swaps (Finances)
Défaillance (Finances)
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > General.
Credit derivatives
Risk management
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • pt. 1. Markets and mechanisms
  • pt. 2. The delivery option
  • pt. 3. Contract design
  • pt. 4. A bear market case study.

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