CDS delivery option
Subtitle: better pricing of credit default swaps
By: David Boberski.
Publisher: Bloomberg Press
Published: 2009
Place of publication: New York
Language: eng
ISBN-13: 9781576602638
Subjects: Credit derivatives; Swaps (Finance); Default (Finance); Risk management
Description: "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.
Notes: Includes bibliographical references and index.
Table of contents: title: Interest rate policy, housing prices, and the credit crunch; title: The crisis after subprime; title: The link between credit derivatives and bonds; title: Delivery option : the link between futures and credit derivatives; title: The squeeze; title: The cheapest-to-deliver option in credit default swaps; title: Delphi : a real-world example; title: Designing an agency credit derivatives futures contract; title: Bringing the index to an exchange; title: The ABX meltdown.