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From the Publisher"A timely and well-researched book on a key aspect of the creditderivatives market. Investors will gain much valuable insight fromMoorad Choudhry's landmark text on the credit default swap basis,its drivers, and its behavior."
Deutsche Bank Global Markets
"As credit default swaps become ever more important as a bankrisk-management tool, so market participants will need tounderstand the credit market cash-synthetic basis. This is anexcellent treatment of the subject that provides valuable detailfor investors and traders alike."
—Mohamoud Barre Dualeh
Abu Dhabi Commercial Bank
"An excellent account and one sure to be of inestimable value tomarket practitioners."
Synthetic ABCP Operations, KBC Financial Products