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Leveraged Floater - hedge, arbitrage strategy
trying to re-wrap my head around Leveraged Floater - hedge, arbitrage strategy from readin 43
When a semi-annual leveraged floater is sold, say at 2.5 times Libor, does it sell for a premium, above the par?
Edited 1 time(s). Last edit at Saturday, May 14, 2011 at 03:31PM by jbaphna. |
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发表于 2011-7-11 19:21
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