Z
Zhuoshi Liu
Publications - 18
Citations - 32
Zhuoshi Liu is an academic researcher. The author has contributed to research in topics: Credit default swap & Credit derivative. The author has an hindex of 3, co-authored 18 publications receiving 32 citations.
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BookDOI
Structured Credit Products: Credit Derivatives and Synthetic Securitisation Second Edition
Moorad Choudhry,Abukar Ali,Suleman Baig,James Croke,Jaffar Hussain,Zhuoshi Liu,Richard Pereira,Sharad Samy,Timo SchläFer,Daniel Sempere‐Roldan,Marliese Uhrig-Homburg +10 more
TL;DR: Duffie et al. as discussed by the authors analyzed the relationship between cash and synthetic markets, and traded the credit default swap basis to illustrate positive and negative basis arbitrage trades, and introduced the concept of synthetic securitisation.
Book ChapterDOI
Trading the Credit Default Swap Basis: Illustrating Positive and Negative Basis Arbitrage Trades
Book ChapterDOI
The Money Markets
Moorad Choudhry,David Moskovic,Max Wong,Suleman Baig,Zhuoshi Liu,Michele Lizzio,Alexandru Voicu +6 more