ABOUT THE AUTHOR

Moorad Choudhry is head of Treasury at KBC Financial Products in London. He is a visiting professor at the Department of Economics, London Metropolitan University; a visiting research fellow at the ICMA Centre, University of Reading; and a senior fellow at the Centre for Mathematical Trading and Finance, Cass Business School. His professional affiliations include fellow of the Institute of Sales and Marketing Management, fellow of the Global Association of Risk Professionals, and fellow of the Securities and Investment Institute. He is on the editorial board of the Journal of Structured Finance.

He is also the author of Fixed-Income Securities and Derivatives Handbook (Bloomberg Press, 2005).

Get The Credit Default Swap Basis now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.