FTD baskets and correlation

Wednesday 1 November 2006 00:00 London/ 19.00 (- 1 day) New York/ 08.00 Tokyo

In this second in a series of three articles, Shreepal Alex Gosrani, Priya Shah and Domenico Picone of the structured credit research team at Dresdner Kleinwort look at the motivations for FTD trading and the correlation aspects and calculations involved

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FTD baskets and correlation - part 2

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