A DIFFERENCE OF OPINION CMS spread options have been just about everywhere this year, with investors keen to take a view on the shape of the yield curve. But a wide variation in pricing has sparked speculation that some banks may not be modelling these products accurately.
| Year of publication: |
2005
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|---|---|
| Authors: | Sawyer, Nick |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 18.2005, 10, p. 20-24
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