Explain the arbitrage strategies employed by Long Term Capital Management (LTCM) and why such strategies may be
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Explain the arbitrage strategies employed by Long Term Capital Management (LTCM) and why such strategies may be considered well-founded and explain how basis risk contributed to LTCM's ultimate demise.
Related Book For
An Introduction To Financial Markets A Quantitative Approach
ISBN: 9781118014776
1st Edition
Authors: Paolo Brandimarte
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