Search Results for 'fixed income arbitrage'
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Fixed Income
- Explaining the evolution of interest rates: Basis, Libor and multiple curves
30/11/2012
Massimo Morini, Understanding and Managing Model Risk
1
When the market
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Fixed Income Term Project
- Asset Allocation:
Taking the key elements into consideration, we decided to construct the portfolio with the majority of the investments in US equities. Canadian
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Fixed Income Problem
- Chapter 18
1. What is the static spread for a three-year 9% coupon corporate bond selling at 105.58? Choose one from 50, 100, or 120 basis points. Assume semiannual
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Fixed Income Assignment 5
- Assignment 5
The questions in this assignment are about Lear, a public company based in the United States. You can find the information that you need to answer
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Fixed Income Homework
- Extra Homework Class 3
1. The bid and ask in the secondary market for a 90 T-bill are 2.25(ask) and 2.28(bid) respectively. If I buy 1 million worth of notional
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Fixed Income Securities
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Q1. Given three reasons why the maturity of a bond is important.
1. The term to maturity is important because the yield on a bond depends on it. The shape of the
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Asdgqwer
- swaps, and credit default swaps to accomplish this hedging.
Fixed Income Arbitrage
The basic tool of fixed income trading is the zero-coupon yield curve, the
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Cese El Fanto
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Evaluation of Active Management of the
Norwegian Government Pension Fund – Global
December 14, 2009
Andrew Ang
Ann F. Kaplan
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e a Detailed Analysis Of The Arguments For And Against Fundamental (Smart-Beta) Indexing
- Part A
Provide a detailed analysis of the arguments for and against fundamental (smart-beta) indexing.
Against:
1. Fundamentally based indexes tend to have high turn
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Ltcm
- Harvard Business School
9-200-007
November 5, 1999
Long-Term Capital Management, L.P. (A)
In September 1997, the principals at Long-Term Capital Management, L.P
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Hedge Fund Ltcm Case
- 1. Introduction - “To Hedge – To secure against loss”
Hedge funds have been in existence for almost 50 years. However, their recent growth has
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Hedge Fund
- Hedge fund
A hedge fund is a private investment fund which may invest in a diverse range of assets and may employ a variety of investment strategies to maintain a
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Hedge Funds
- Volume III Fall 2008
Hedge Funds
Ashish Patel
1
Table of Contents
Preface 1. Introduction 1.1 Definition of Hedge Funds 1.2 Effects of hedge fund operations
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Hedge Funds- Locusts Or Bees
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Hedge Funds – Locusts or Bees? |
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Hedge Funds as Providers of Company Financing |
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Table of Content
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Cfa Mindmap
- investments
Hedge funds
Strategies
Event-driven funds Fixed income arbitrage funds Convertible bond arbitrage funds Global macro funds
Buyout funds
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Investmentbank
- Investment Banks, Hedge Funds, and Private Equity
Second Edition
Intentionally left as blank
Investment Banks, Hedge Funds, and Private Equity
Second Edition
David P
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Limits Of Arbitrage
- fixed income instruments are doable, since future cash flows of securities are (almost) certain. As a consequence, there is almost no fundamental risk in arbitrage
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Four Ways To Fix Banks
- HBR.ORG
June 2012 reprinT r1206G
Four Ways To Fix Banks
A Wall Street veteran suggests how to cut through the industry’s complexity. by Sallie Krawcheck
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Detail Ciriculums
- Core Courses
The following are the core courses offered by the school.
1. Managerial Economics
The objective of this course is to provide a rigorous foundation in
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Noname
- Committee on the Global Financial System
CGFS Papers
No 34
The role of valuation and leverage in procyclicality
Report prepared by a joint Working Group of the
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Comodities Outlook
- Global
Macro
11 January 2010
Commodities Outlook
Commodities as an Asset Class: Investor appetite for commodities has never been stronger, in our view. We expect
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Marketing In China
- Long Term Capital Management (hereafter referred to as LTCM) was an investment firm operated as a hedge fund. Hedge funds are fundamentally large investment funds for well
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Solution Chapter
- ANSWERS TO QUESTIONS FOR CHAPTER 6
(Questions are in bold print followed by answers.)
1. What are the differences among a Treasury bill, Treasury note, and Treasury bond
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Crisis In Iceland
- Iceland’s Financial Crisis
By: Jacob karas ID 321419194
Jonathan Shtofman ID 011964129
Alon Ostrovizky ID 035675826
Table of
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Credit Derivatives
- THE J.P. MORGAN GUIDE TO CREDIT DERIVATIVES
With Contributions from the RiskMetrics Group Published by
Contacts
NEW YORK Blythe Masters Tel: +1 (212) 648 1432 E-mail
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Abac Bullatin
- ABAC SCHOOL OF MANAGEMENT PROGRAM OF STUDY
OBJECTIVES The School of Management offers a wide range of undergraduate courses including the traditional disciplines of
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Uw-Milwaukee School Of Business Administration Bba-Finance Program Review
- 1
UW-Milwaukee School of Business Administration BBA-Finance Program Review
May, 2010 The Finance Area was assigned the task of reviewing the undergraduate major in
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Term Structure
- Board of Governors of the Federal Reserve System
International Finance Discussion Papers Number 993 January 2010
Term Structure Forecasting Using Macro Factors And
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Ishares Diversified Alternatives Trust: Sound Concept, Strong Potential
- In many ways, the iShares Diversified Alternatives Trust (ALT) is unlike any of the other iShares exchange traded funds.
By my count, there are 220 iShares ETFs covering
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Investor Behaviour In Mutual Funds
- Executive Summary
A mutual fund is a form of collective investment that pools money from investors and invests the money in stocks, bonds, short-term money market instrument
