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Hedge Fund Strategies (9) – Asset Swaps

Hedge Fund Strategies (9) – Asset Swaps

Let us resume our tour of hedge fund strategies based on different types of fixed income arbitrage. An asset swap is an over-the-counter agreement between two counterparties to exchange fixed-rate interest payments for floating-rate interest payments.  The fixed portion is a position in a fixed-rate loan, such as government or corporate bonds.  The floating-rate portionRead more about Hedge Fund Strategies (9) – Asset Swaps[…]

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Copyright 2011 Eric Bank, Freelance Writer
Hedge Fund Strategies (6) – Fixed Income Arbitrage and Spread Trades

Hedge Fund Strategies (6) – Fixed Income Arbitrage and Spread Trades

[icopyright horizontal toolbar] Fixed Income Arbitrage (FIA) is the name given to a family of trading strategies that, to various extents, use spread trades on debt instruments to take advantage of pricing inefficiencies independent of overall market direction.  A spread trade is the simultaneous purchase and shorting of related securities (and their derivatives) in theRead more about Hedge Fund Strategies (6) – Fixed Income Arbitrage and Spread Trades[…]

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Copyright 2011 Eric Bank, Freelance Writer