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Product Description
Review
“choudhry is a great speaker and economics lecturer and the book contains many of his pearls of wisdom, intelligently and interestingly laid out.”
securities and investments review
Review
"A timely and well–researched book on a key aspect of the credit derivatives market. Investors will gain much valuable insight from Moorad Choudhry′s landmark text on the credit default swap basis, its drivers, and its behavior."
—Suleman Baig
Deutsche Bank Global Markets
—Suleman Baig
Deutsche Bank Global Markets
"As credit default swaps become ever more important as a bank risk–management tool, so market participants will need to understand the credit market cash–synthetic basis. This is an excellent treatment of the subject that provides valuable detail for investors and traders alike."
—Mohamoud Barre Dualeh
Abu Dhabi Commercial Bank
"An excellent account and one sure to be of inestimable value to market practitioners."
—Mark Burgess
Synthetic ABCP Operations, KBC Financial Products
Inside This Book
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First Sentence
The basis is an important measure of relative value in credit markets. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
The basis is an important measure of relative value in credit markets. Read the first page
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Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Most Helpful Customer Reviews
1 of 1 people found the following review helpful
Format:Hardcover
The only book worth reading on the CDS basis regardless your knowledge base in the field. Consistent use of Bloomberg grabs helps bring all the themes discussed together and concepts are exceptionally well and clearly discussed throughout. Refreshingly balanced perspective on a niche field, this is a gem. Highly relevant considering current environments, particularly in the synthetic markets..
Thank you Prof Choudhry
Thank you Prof Choudhry
1 of 1 people found the following review helpful
Format:Hardcover
For an investor in both cash and credit derivatives this book is very timely and very well written. It's the first treatment I have seen on the Basis, and it explains it from first principles. There is very good coverage of how to measure the cash-synthetic basis, the different ways this can be done, and practical illustrations and examples that show how the process works in real life. Best of all is Chapter 6 on basis arbitrage trading, Professor Choudhry demonstrates how to put on both the positive and the negative basis trade in the cash bond and credit default swap. This is an excellent book and very welcome, published not a moment too soon.
Format:Hardcover
Absolute primer on CDS. Despite being published several years ago works still well with a combination of newer publications and material. Choudhry combines theory with live examples and successfully visualizes the use of CDS. Mathematical examples are clear stressing the key features and succeed in simplifying and clarifying complex abstract ideas and concepts. Several images and charts visualize the substance and make it easier for the reader to grasp CDS. Relatively short, quick to browse through.
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