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A detailed, practitioner-oriented guide to understanding the credit default swap (CDS) basis — the relationship between cash and synthetic credit markets. Choudhry explains the drivers of the basis, how to measure it, and how to trade positive and negative basis arbitrage, using real market examples, case studies, and hands-on strategies

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245: $a: The Credit Default Swap Basis
245: $b:
082: $a:
100: $a: Moorad Choudhry
650: $a: Finance
250: $a:
440: $v: 226
250: $b: Bloomberg Press, New York
250: $c: 2006
020: $a: 978-1-57660-236-2
300: $a: