Shantaram P. Hegde Ben Branch imultaneous spot and futures trading in T-bills permits investors to construct S a combination of spot and futures positions that is a close substitute for a corresponding pure spot bill position. If the net returns on the spot-futures combination exceed the comparable
✦ LIBER ✦
Rating model arbitrage in CDO markets: An empirical analysis
✍ Scribed by Stefan Morkötter; Simone Westerfeld
- Book ID
- 116577376
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 254 KB
- Volume
- 18
- Category
- Article
- ISSN
- 1057-5219
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