How to Hedge MBS?
I understand that the answers depend on who you are (e.g. dealer, spread investor, absolute return investor, etc.).
But what do you hedge in general (e.g. duration, convexity, volatility, spread)? And what instruments do you use?
I understand that the answers depend on who you are (e.g. dealer, spread investor, absolute return investor, etc.).
But what do you hedge in general (e.g. duration, convexity, volatility, spread)? And what instruments do you use?
Career Resources
Nostrum explicabo sit et quia odio inventore. Voluptatem laborum et tempore inventore labore eos blanditiis ut. Est quis ea dolor. Mollitia veniam ut illo. Voluptatem repellat ut repellat.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...