Steven K. Todd
Abstract
This chapter contains sections titled: Credit Default Swaps on Corporate Debt Credit Default Swaps on Asset-Backed Securities Credit Default Swaps on Collateralized Debt Obligations The Basis CDS Indices Tranches of CDS Indices Trading Strategies Using Indexes and Tranches Market Dynamics: CDS and CDOs Synthetic CDOs and Bespokes Correlation Conclusion Endnotes About the Author
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This chapter contains sections titled: Credit Default Swaps on Corporate Debt Credit Default Swaps on Asset-Backed Securities Credit Default Swaps on Collateralized Debt Obligations The Basis CDS Indices Tranches of CDS Indices Trading Strategies Using Indexes and Tranches Market Dynamics: CDS and CDOs Synthetic CDOs and Bespokes Correlation Conclusion Endnotes About the Author
Key concepts: Collateralized debt obligation, Credit derivative, iTraxx, Credit default swap, Business, Synthetic CDO, Credit default swap index, Debt