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Spread Analysis

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Abstract

In this chapter, we depart from bonds that are considered as riskless. Riskless in this context here means that the investor

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References

  1. Douglas LG (1993) Fixed income masterpieces. Business One Irwin, Homewood, IL

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Marty, W. (2017). Spread Analysis. In: Fixed Income Analytics. Springer, Cham. https://doi.org/10.1007/978-3-319-48541-6_5

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