Butterflies - the ideal tail risk short?

Butterflies - the ideal tail risk short?

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

Barclays Capital credit strategists Puneet Sharma, Rob Hagemans, Arup Ghosh and Aziz Sunderji find that CDS butterflies in certain names are almost priced to perfection

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