CDS Delivery Option: Better Pricing of Credit Default Swaps

by David Boberski

For traders trying to navigate the increasingly volatile credit default swap market, CDS Delivery Option provides worked-out examples, over 30 charts, a case study of Delphi, and detailed explanations of how the subprime crisis caused the credit crisis and the near collapse of the GSEs. The book includes detailed information on: how to value a CDS contract how to value the delivery option how contract value changes when the yield curve flattens or...

• Format: Hardcover
• Language: English
• ISBN: 157660263X
• ISBN13: 9781576602638
• Release Date: January 2009
• Publisher: Bloomberg Press
• Length: 224 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.9" x 6.4" x 9.2"