Read CDs Delivery Option

CDs Delivery Option

David Boberski

4.9/5 (29102 ratings)

Description: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 contracthow to value the delivery optionhow contract value changes when the yield curve flattens or becomes steeperhow contract value changes with bullish or bearish market moveshow to figure out when to buy protection and when to sell protectionhow to hedge CDS riskwhen and how to unwind a contract prior to settlementwhen to hold a trade through deliveryhow to navigate a squeeze (when the notional value of contracts going through delivery is larger than the supply of the cheapest-to-deliver issue)when buying contracts can make their prices go downhow to construct a basis tradehow to find arbitrage opportunitieshow to analyze default probability and corporate debtwhen to settle via auction and when to settle via physical deliverywhich note is the cheapest to deliverThis book is an indispensable resource for all market professionals working in the CDS market.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with CDs Delivery Option. To get started finding CDs Delivery Option, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: 222

Format: PDF, EPUB & Kindle Edition

Publisher: Bloomberg Press

Release: 2014

ISBN: 1282683497

Description: 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 contracthow to value the delivery optionhow contract value changes when the yield curve flattens or becomes steeperhow contract value changes with bullish or bearish market moveshow to figure out when to buy protection and when to sell protectionhow to hedge CDS riskwhen and how to unwind a contract prior to settlementwhen to hold a trade through deliveryhow to navigate a squeeze (when the notional value of contracts going through delivery is larger than the supply of the cheapest-to-deliver issue)when buying contracts can make their prices go downhow to construct a basis tradehow to find arbitrage opportunitieshow to analyze default probability and corporate debtwhen to settle via auction and when to settle via physical deliverywhich note is the cheapest to deliverThis book is an indispensable resource for all market professionals working in the CDS market.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with CDs Delivery Option. To get started finding CDs Delivery Option, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Special Offer | $0.00

Special Offer! | $0.00

CDs Delivery Option

CDs Delivery Option

More Books

[(CDS Delivery Option: Better Pricing of Credit Default Swaps )] [Author: David Boberski] [Jan-2009]

[(CDS Delivery Option: Better Pricing of Credit Default Swaps )] [Author: David Boberski] [Jan-2009]

Valuing Fixed Income Futures (McGraw-Hill Library of Investment and Finance)

Valuing Fixed Income Futures (McGraw-Hill Library of Investment and Finance)