Sökning: "Melker Samuelsson"
Hittade 1 uppsats innehållade orden Melker Samuelsson.
1. Algorithmic Trading in CDS and Equity Indices Using Statistical Arbitrage
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Historical data shows a strong relationship between hourly changes in CDS index iTraxx Main and equity futures EURO STOXX 50. We hypothesize that the relatively stable relationship should allow us to trade the two markets. LÄS MER
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