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Lecture 4 - UIP Yield Arbitrage

Bless Imaik Business/Economics English

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Lecture 4 - UIP Yield Arbitrage

  1. Types of Arbitrage

    • Yield Arbitrage
      • Coupon B
      • Coupon A
        • Both identical in risk profile
        • Offers lower annual payment
          • Supply for A increases and demand for B increases

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Lecture 4 UIP
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