CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Boberski David
|
| Titolo: |
CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
|
| Pubblicazione: | New York, : Bloomberg Press, 2009 |
| Edizione: | 1st edition |
| Descrizione fisica: | 1 online resource (223 p.) |
| Disciplina: | 332.63/2 |
| 332.632 | |
| 332.6457 | |
| Soggetto topico: | Credit derivatives |
| Swaps (Finance) | |
| Default (Finance) | |
| Risk management | |
| Soggetto genere / forma: | Electronic books. |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study. |
| Sommario/riassunto: | "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. |
| Titolo autorizzato: | CDS delivery option |
| ISBN: | 1-119-20441-0 |
| 1-282-68349-7 | |
| 9786612683497 | |
| 0-470-88325-1 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910139216503321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Bloomberg Financial