Question
Your boss at a fixed income managment firm shows you a note. The note reads. Hedge porfolio with Nelson and Seagal. P/0+(q1)H1/0+(q2)H2/0=0 P/2+(q1)H1/2+(q2)H2/2=0 What does
Your boss at a fixed income managment firm shows you a note.
The note reads. Hedge porfolio with Nelson and Seagal.
P/0+(q1)H1/0+(q2)H2/0=0
P/2+(q1)H1/2+(q2)H2/2=0
What does the note mean? What belief with regard of changes in the yeild curve would be consistent with the strategy implied by the note? Discuss.
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My Favorite Auditor Gave Me This Book
Authors: Funny Planner Publishing
1st Edition
1676058060, 978-1676058069
