Question
Be familiar with the TUT spread and how to analyze and trade it. What is the relationship to the yield curve? Be prepared to chart
Be familiar with the TUT spread and how to analyze and trade it.
What is the relationship to the yield curve?
Be prepared to chart the spread and its components and analyze/discuss.
What does it mean to sell the spread vs. buy the spread?
What is meant by the DV01 and how is this used to estimate a spread ratio?
Under what conditions do you want to sell the spread? Buy the spread?
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Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
6th Edition
0073226386, 978-0073226385
