Understanding basis for discount bonds - part 1

Understanding basis for discount bonds - part 1

Wednesday 14 January 2009 00:00 London/ 19.00 (- 1 day) New York/ 08.00 Tokyo

In the first of this two-part series, Barclays Capital quantitative credit strategists Arup Ghosh, Matthew Leeming and Graham Rennison introduce the Basis Representation Diagram framework in order to examine the full distribution of potential returns

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