Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
Purchase Benefits
What is included with this book?
Foreword | |
Preface | |
About the Author | |
A Primer on Credit Default Swaps | |
Bond Spreads and Relative Value | |
The CDS Basis I: The Relationship Between Cash and Synthetic Credit Markets | |
Supply and Demand and the Credit Default Swap Basis | |
The CDS Basis II: Further Analysis of the Cash and Synthetic Credit Market Differential | |
Trading the CDS Basis: Illustrating Positive and Negative Basis Arbitrage Trades | |
Description of Bloomberg Screen CDSW | |
Appendix II The Market Approach to CDS Pricing | |
Appendix III Market-Implied Timing of Default from CDS Prices | |
Glossary | |
Index | |
CFA Institute Professional Development Qualified Activity (7 hours) | |
Table of Contents provided by Publisher. All Rights Reserved. |
The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.