Referring to swap spread trades identify the nature of risk(s) taken on by LTCM. Explain why this

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Referring to swap spread trades identify the nature of risk(s) taken on by LTCM.

Explain why this trade accounted for such a large amount of losses incurred by LTCM in the summer of 1998.

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Global Derivatives Debacles From Theory To Malpractice

ISBN: 9789814366199

1st Edition

Authors: Laurent L Jacque

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Question Posted: Jun 10, 2024 02:21 AM

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Referring to swap spread trades identify the nature of risk(s) taken on by LTCM. Explain why this

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Global Derivatives Debacles From Theory To Malpractice

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