Title CDS delivery option : better pricing of credit default swaps / David Boberski. [O'Reilly electronic resource]

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New York : Bloomberg Press, 2009.

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Available on O'Reilly for Public Libraries

Bookmark link: https://library.naperville-lib.org:444/record=b3154332~S1

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Description	1 online resource (xxiii, 191 pages) : illustrations
Bibliography	Includes bibliographical references and index.
Contents	pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study.
Summary	"David Boberski is executive director and head of exchange-traded derivative strategy within Prime Services at UBS Investment Bank. Institutional Investor has named Boberski to its All-American Fixed-Income Research Team for his work in federal agency debt and interest-rate derivatives. This is Boberski's second book"--Provided by publisher.
Subject	Credit derivatives.
	Swaps (Finance)
	Default (Finance)
	Risk management.
	Instruments dérivés de crédit.
	Swaps (Finances)
	Défaillance (Finances)
	Gestion du risque.
	risk management.
	Credit derivatives
	Default (Finance)
	Risk management
	Swaps (Finance)
Other Form:	Print version: Boberski, David. CDS delivery option. New York : Bloomberg Press, 2009 (DLC) 2008041451
ISBN	9781119204411 (electronic bk.)
	1119204410 (electronic bk.)
	9780470883259 (electronic bk.)
	0470883251 (electronic bk.)
	9780470885260 (electronic bk.)
	0470885262 (electronic bk.)
	(alk. paper)
	(alk. paper)

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