CDS Delivery Option: Better Pricing of Credit Default Swaps

by David Boberski

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 detailed information This book is an indispensable resource for all market professionals working in the CDS market.

224 pages, Hardcover

First published January 1, 2008