Quantitative trading: Practical relative-value volatility trading - The rapid growth of fixed-income hedge funds has resulted in increased interest in identifying relative-value trade opportunities. Here, the author presents a consistent framework for finding value within interest rate options markets.
| Year of publication: |
2004
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|---|---|
| Authors: | Blyth, Stephen |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 17.2004, 5, p. 91-96
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