Long-Term Capital Management, L.P.
本文档由 小西西 分享于2010-11-13 17:23
Background Information about LTCMTrading StrategiesSelling VolatilityRisk ArbitrageSwap Spread- Convergence StrategyYield-Curve relative-value tradesA uniform analysis frameA recent empirical casePortfolio Risk ManagementThe FailWhere did LTCM Go WrongRescuing LTCM
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君，已阅读到文档的结尾了呢~~