Better Pricing of Credit Default Swaps
by
David Boberski
Language: English
Release Date: May 13, 2010
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...