Skip to Content
CDS Delivery Option: Better Pricing of Credit Default Swaps
book

CDS Delivery Option: Better Pricing of Credit Default Swaps

by David Boberski
January 2009
Intermediate to advanced
224 pages
4h 48m
English
Bloomberg Press
Content preview from CDS Delivery Option: Better Pricing of Credit Default Swaps

1 images Interest Rate Policy, Housing Prices, and the Credit Crunch

On September 12, 2001, the day after the terrorist attacks in New York, the European Central Bank (ECB) lent 69.3 billion euros to its members to provide liquidity in a time of crisis. On August 9, 2007, in its largest open-market move since its inception almost a decade earlier, the ECB lent 94.8 billion euros to its members as part of an attempt to curb the credit crisis sparked by falling U.S. home and mortgage derivative prices. What could have convinced the monetary authority that oversees the largest single economy in the world that the credit crunch of 2007 was the biggest crisis ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

Tomasz R. Bielecki, Damiano Brigo, Frédéric Patras

Publisher Resources

ISBN: 9780470885260Purchase book