SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

书籍名称：Bond-CDS Basis Handbook - Measuring, Trading and Analysing Basis Trades

作者：J.P. Morgan

出版日期：05 February2009

共92p，文字版（非扫描版）彩色PDF

目录：

Section 1:Introduction

Section 2: Bond andCDS: Credit Spread Measures

Section 3: Tradingthe Basis

Section 4:Historical Evolution, Outlook & Current Opportunities

Appendix I: CDSPricing – A Reminder

Appendix II: BondCredit Spread Measures