Fixed-Income Arbitrage 5
Fixed-Income Arbitrage Approaches
Measuring and Controlling Interest Rate Risk
Growth and Recent Developments in Fixed-Income Arbitrage
Fixed-income arbitrage strategies involve investing in one or more fixed-income securities and hedging against underlying market risk by simultaneously investing in another fixed-income security. These trades seek to capture profit opportunities presented by (usually small) pricing anomalies while maintaining minimum exposure to interest rates and other systemic market ...
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