Efficient Execution of Delta Neutral OTC Swaptions Trade OTC swaptions and use forward starting Eris Swap Futures for the delta hedge The cost of trading delta neutral OTC swaptions will increase dramatically following f

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Date: 2014-08-22 14:53:07 Options Swaption Investment Swap Futures contract Hedge Interest rate derivative Financial economics Finance Financial system		Efficient Execution of Delta Neutral OTC Swaptions Trade OTC swaptions and use forward starting Eris Swap Futures for the delta hedge The cost of trading delta neutral OTC swaptions will increase dramatically following f Document is deleted from original location. Use the Download Button below to download from the Web Archive. Download Document from Web Archive File Size: 611,92 KB

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