Identify the differences between the valuation of European OTC bond options and options on Treasury bond futures.
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Identify the differences between the valuation of European OTC bond options and options on Treasury bond futures.
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Two main differences exist between the valuation of European OTC bond options and options on Treasur...View the full answer
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Related Book For
Debt Markets And Investments
ISBN: 9780190877439
1st Edition
Authors: H. Kent Baker, Greg Filbeck, Andrew C. Spieler
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