Fixed Income Arbitrage in a Financial Crisis (C): TED Spread and Swap Spread in November 2008
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¥1,122 JPY
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あたり
Investment manager Albert Mills confronts an apparent arbitrage opportunity during the global financial crisis of 2008 when he notices an unusually low-- and briefly negative-- thirty-year U.S. dollar fixed-floating swap spread. Mills must decide if there
【書誌情報】
ページ数:10ページ
サイズ:A4
商品番号:HBSP-211051
発行日:2011/1/18
登録日:2011/7/29