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Book Cover
E-book
Author Boberski, David.

Title CDS delivery option : better pricing of credit default swaps / David Boberski
Published New York : Bloomberg Press, 2009

Copies

Description 1 online resource (xxiii, 191 pages) : illustrations
Contents pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study
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
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Credit derivatives.
Swaps (Finance)
Default (Finance)
Risk management.
risk management.
BUSINESS & ECONOMICS -- Investments & Securities -- General.
Credit derivatives
Default (Finance)
Risk management
Swaps (Finance)
Form Electronic book
LC no. 2008041451
ISBN 9781119204411
1119204410
9780470883259
0470883251
9780470885260
0470885262