CDS DELIVERY OPTION: Better Pricing of Credit Default Swaps (Bloomberg Financial) - Hardcover

David Boberski

Hardcover

ISBN 10: 157660263X ISBN 13: 9781576602638

Publisher: Kogan Page, 2008

Synopsis

In this new title, Wall Street leader and award-winning author David Boberski takes readers step-by-step through a method he uses successfully to improve his returns from CDS investments (a credit default swap (CDS) is a bilateral contract under which two parties agree to identify and trade the credit risk of at least one third-party reference entity). Boberski's method achieves something near and dear to financial professionals: increased pricing accuracy, in this case through careful analysis of one usually misunderstood and overlooked feature of credit default swaps - the delivery option.

About this title

About the Author:

David Boberski is currently executive director of exchange-traded derivatives at UBS. Previously, he served as managing director and head of interest-rate strategy at Bear Stearns, and vice president of futures research at Salomon Brothers. He lives in Westport, CT and works in New York City.

About this edition

• Publisher: Kogan Page
• Publication date: 2008
• ISBN 10: 157660263X
• ISBN 13: 9781576602638
• Binding: Hardcover
• Edition number: 1
• Number of pages: 304