Fixed Income Arbitrage in a Financial Crisis (C): TED Spread and Swap Spread in November 2008

Subjects Covered
Arbitrage
Asset management
Bonds
Derivatives
Hedging
Investment management
Securities markets
Securities trading

by
Ryan D. Taliaferro,
Stephen Blyth

Source: Harvard Business School

10 pages.
Publication Date: Jan 18, 2011. Prod. #: 211051-PDF-ENG

Fixed Income Arbitrage in a Financial Crisis (C): TED Spread and Swap Spread in November 2008 Harvard Case Study Solution and HBR and HBS Case Analysis