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| Author: | Blyth, S. |
| Title: | Practical relative-value volatility trading |
| Journal: | Risk
2004 : MAY, VOL. 17:5, p. 91-96 |
| Index terms: | financial markets financial models interest rates investments trading |
| Language: | eng |
| Abstract: | This article takes a look on the identification of relative-value trade opportunities. These opportunities have gained an increased focus due to the rapid growth of fixed income hedge funds. The writer emphasizes the importance of subjective judgment within quantitative financial modeling. |
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