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CDS Delivery Option: Better Pricing of Credit Default Swaps by David Boberski

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INDEX
ABX index
bear market case study
CDX index compared to
Agencies, the
See also Fannie Mae; Federal Home Loan Bank system; Freddie Mac
ABX bear market case study
contract design for Agency futures
credit derivatives, Agency use of
defined
foreign governments, purchases from
medium-term note (MTN) programs
portfolio limits
regular issuance calendar
relationship with U.S. Treasury
Bank of America
Bear Stearns Asset Management
Federal Reserve bailout
JPMorgan merger
mortgage hedge funds
Bernanke, Ben
Black-Scholes model
Bloomberg AOAS screen
Bloomberg News
BNP Paribas
Bond Market Association
Bond Trade Dissemination Service (BTDS)
BOTCC (Chicago Board of Trade Clearing Corporation)
British Bankers’ Association
Business Week
Caulis Negris ...

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