Swap curve steepener /
The case is about a decision problem facing James on whether or not to invest in a structured product called the "CMS Steepener" issued by a large US investment bank. The payoff from the product is linked to two constant maturity swap (CMS) rates, and the investor profits if the difference...
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Indian Institute of Management, Ahmedabad,
2017.
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| Series: | SAGE Knowledge. Cases.
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| Subjects: | |
| Online Access: | SAGE Knowledge |
