buy CDS是为了规避风险,所以是short credit risk而不是long credit risk,我们没有long spread或者short spread这种说法,如果预期spread上升,那么buy CDS会获利。 sell CDS是为了主动承担风险,所以是long credit risk而不是short credit risk,如果预期spread下降,那么sell CDS会获利。 long short策略中,我们买spread会变...
Advertisement. The long straddle offers an opportunity to profit from a significant move in either direction in the underlying security’s price, whereas a short straddle offers an opportunity to profit from the underlying security’s price staying relatively constant. This article will explain the ba...
要结合具体语境哈。 不过单看这句话的话,买CDS相当于当前付出一个固定的钱来保护债券,以后债券credit spread增大的时候还是付这么多钱,但市场上再买CDS的话其实是要付更多的钱的,也就是此时把以前买的这个CDS在市场上出售能获得更多的钱。所以买CDS是long credit spread。 ---就算太阳没有迎着我们而来,我们正在...
Robin IB英语第四十八课0122 今天学习各种意大利面的场景 一、关键词汇 pasta意大利面=spaghetti sauce酱 long(a)长的,反义词short短的;short还表示矮的,其反义词为tall。 length( - Austin英语课堂于20240122发布在抖音,已经收获了5486个喜欢,来抖音,记录美好生
Credit spread(using spread between treasury bond(3 year) yield and BBB- corporate bond yield) will be reduced in business expansion, but will be increased in business recession. after regression analysis, the coefficient of regression is (-) as expected and the effect of credit spread to ...
Short and Long Term Rates When it comes to interest rates, short-term and long-term are ambiguous phrases. Different financial experts and organizations define the terms differently. For example, the Securities Industry and Financial Markets Association considers bonds with maturities of up to five ...
Therefore, it provides an opportunity for pathogens to spread over long distances and colonize new habitats. The above findings demonstrate that the TMUV circulating in Chongming was probably imported from Southeast Asia by migratory birds, which then infected and transmitted between local mosquitoes ...
The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle? According to the expectations hypothesis, when the spread between long and short rates widens, next quarter's long rate should rise. In the United States, ... GA Hardouvelis - ...
比如,receive fixed,pay float的swap,就可以看成是long fixed rate bond,short float rate bond,所以,swap本身可以看成一个long/short的carry trade策略。 I spread的benchmark是swap rate,swap rate是swap合约的fixed rate,所以,可以用I spread来衡量long short carry trade的return。 老师说了,这里的优缺点了解...
Let's take a look at two examples to clarify how two funds in this category can still spread their assets very differently. AQR Long-Short Equity Fund (QLEIX) The AQR Long-Short Equity Fund has been one of the better long-term performers in the long-short equity fund space. The fund ...