Interest rates - Vanilla's the flavour - Rate cuts by the US Federal Reserve have led to a sharp steepening of the yield curve, contributing to falling sales of constant maturity swap steepener products. As dealers push alternatives to fill the void, vanilla products are rising in popularity.
Year of publication: |
2008
|
---|---|
Authors: | Madigan, Peter |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 21.2008, 3, p. 61-79
|
Saved in:
Saved in favorites
Similar items by person
-
Inflation derivatives house of the year - Barclays Capital
Madigan, Peter, (2010)
-
Madigan, Peter, (2009)
-
Madigan, Peter, (2009)
- More ...