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Record Nr. |
UNINA9910677568503321 |
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Autore |
Boberski David |
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Titolo |
CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski |
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Pubbl/distr/stampa |
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New York, : Bloomberg Press, 2009 |
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ISBN |
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1-119-20441-0 |
1-282-68349-7 |
9786612683497 |
0-470-88325-1 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (223 p.) |
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Collana |
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Bloomberg Financial ; ; v.48 |
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Disciplina |
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332.63/2 |
332.632 |
332.6457 |
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Soggetti |
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Credit derivatives |
Swaps (Finance) |
Default (Finance) |
Risk management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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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Sommario/riassunto |
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"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. |
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