固定收益套利
- 网络Fixed Income Arbitrage;fixed-income arbitrage;Fixed Arbitrage
固定收益套利
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多项对冲基金策略(比如固定收益套利、合并套利以及减值证券)往往会给投资组合带来很糟糕的偏斜度特性。
Several hedge fund strategies ( such as fixed income arbitrage , merger arbitrage and distressed securities ) tend to have quite awkward skewness properties .
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所谓的相对价值固定收益套利(relativevaluefixed-incomearbitrage)指的是,找出相关债券的定价异常现象,然后押注于这种异常现象将随着时间的推移而消失。
So-called relative value fixed-income arbitrage involves identifying pricing anomalies in matched bonds and betting that over time they will disappear .