Why would a spread formula built around the differential in yields or prices of 5- and 30-year
Question:
Why would a spread formula built around the differential in yields or prices of 5-
and 30-year treasuries be far less risky than the actual mismatched formula used by Bankers Trust?
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Joemar Canciller
I teach mathematics to students because I love to share what I have in this field.
I also want to see the students to love math and be fearless in this field.
I've been tutoring these past 2 years and I would like to continue what I've been doing.
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Related Book For 
Global Derivatives Debacles From Theory To Malpractice
ISBN: 9789814366199
1st Edition
Authors: Laurent L Jacque
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