Trading the credit default swap basis : illustrating positive and negative basis arbitrage trades
Moorad Choudhry
| Year of publication: |
2009
|
|---|---|
| Authors: | Choudhry, Moorad |
| Published in: |
The handbook of credit portfolio management. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-159834-0. - 2009, p. 369-395
|
| Subject: | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Arbitrage |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003778288