Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009

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

by
Ryan D. Taliaferro,
Stephen Blyth

Source: Harvard Business School

2 pages.
Publication Date: Jan 18, 2011. Prod. #: 211052-PDF-ENG

Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009 Harvard Case Study Solution and HBR and HBS Case Analysis