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...
| Main Author: | |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
New York :
Bloomberg Press
2009.
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| Edition: | 1st edition |
| Series: | Bloomberg Financial
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628305006719 |
Table of Contents:
- pt. 1. Markets and mechanisms
- pt. 2. The delivery option
- pt. 3. Contract design
- pt. 4. A bear market case study.
