The credit default swap basis

Author(s)

• Choudhry, Moorad

Bibliographic Information

The credit default swap basis

Moorad Choudhry

Bloomberg Press, 2006

1st ed

Note

Includes bibliographical references and index

• NCID: BB03612740
• ISBN:
  • 9781576602362
• LCCN: 2006048420
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xvii, 195 p.
• Size: 22 cm
• Classification:
  • LCC : HG6024.A3
  • DC22 : 332.63/2
• Subject Headings:
  • LCSH : Credit derivatives
  • LCSH : Swaps (Finance)
  • LCSH : Default (Finance)
  • LCSH : Basis (Futures trading)