The Credit Default Swap Basis: 45 (Bloomberg Financial) - Hardcover

“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

credit default swaps are now well established and are an important trading option for financial professionals. in order to determine if an investment is mispriced and could be traded at a profit, investors need to understand what the credit default swap is, how it works, and how to trade it. this book is the first to fully describe the basis, including methods of measuring it, and trading strategies that can be built around it.