Asset Swap Spread, CDS Spread and Z-Spread

LBL · October 27th, 2011, 12:02 am

Hi!Do any of you know a good source where I can get good qualitative and quantitative information about the Spreads mentioned above and how they relate to each other? Books or any source would help me greatly.Thanks in advance.

Aaron · October 27th, 2011, 12:02 am

Do you want definitions or data?

LBL · October 27th, 2011, 12:51 am

Definitions and data. Something explaining it deeply with examples.

Martinghoul · October 27th, 2011, 8:59 am

Send me your email address and I will send you smth akin to a primer...

LBL · October 27th, 2011, 2:03 pm

Martinghoul,I've just sent you a private message.Thanks!

Martinghoul · October 27th, 2011, 3:46 pm

Sent... Let me know if it's not sufficient.

freddiemac · October 27th, 2011, 4:28 pm

This is a very good introduction Lehman Brothers: Credit Spreads Explained. HTH

LBL · November 12th, 2011, 7:30 pm

Thanks for your help.Great references, they´ve helped me a lot.