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010   $a9786612683497
010   $a9781119204411
010   $a1119204410
010   $a9781282683495
010   $a1282683497
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010   $a0470883251
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035   $a(OCoLC)638860341
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100   $a20081002d2009      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aCDS delivery option $ebetter pricing of credit default swaps /$fDavid Boberski
205   $a1st edition
210   $aNew York $cBloomberg Press$d2009
215   $a1 online resource (223 p.)
225 1 $aBloomberg Financial ;$vv.48
300   $aDescription based upon print version of record.
311 08$a9780470885260 
311 08$a0470885262 
311 08$a9781576602638 
311 08$a157660263X 
320   $aIncludes bibliographical references and index.
327   $apt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study.
330   $a"David Boberski is executive director and head of exchange-traded derivative strategy within Prime Services at UBS Investment Bank. Institutional Investor has named Boberski to its All-American Fixed-Income Research Team for his work in federal agency debt and interest-rate derivatives. This is Boberski's second book"--Provided by publisher.
410  0$aBloomberg Financial
517 3 $aBetter pricing of credit default swaps
517 3 $aCredit default swap delivery option
606   $aCredit derivatives
606   $aSwaps (Finance)
606   $aDefault (Finance)
606   $aRisk management
615  0$aCredit derivatives.
615  0$aSwaps (Finance)
615  0$aDefault (Finance)
615  0$aRisk management.
676   $a332.63/2
676   $a332.632
676   $a332.6457
700   $aBoberski$b David$01753802
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910877420003321
996   $aCDS delivery option$94189805
997   $aUNINA