10 DERIVATIVES APPLICATIONS JUSTIN LONDON IN MATLAB, C++, AND EXCEL MODELING Modeling Derivatives Applications in Matlab, C++, and Excel Modeling Derivatives Applications…
Chapter 10 T-bill and Eurodollar Futures • One can use T-bill and Eurodollar futures to speculate on, or hedge against changes in, short-term (3-months to a year) interest…
Slide 1 Slide 2 1 NOB spread (trading the yield curve) slope increases (long term R increases more than short term or short term even decreases) buy notes sell bonds Slide…