Choudhry, Moorad - 2010 - 2nd ed.
: Credit default swap pricing -- Chapter 8: The asset swap-credit default swap basis I: The asset swap pricing of credit … default swaps -- Chapter 9: The credit default swap basis II: Analysing the relationship between cash and synthetic markets … -- Chapter 10: Trading the credit default swap basis: Illustrating positive and negative basis arbitrage trades -- Chapter 11 …