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Treasury - MathFinance › wp-content › uploads › ... · Parallel shifts with naked swaps Curve plays Curve slope plays - Steepness, flatteners, and barbells with swaps Curve
ISSN 1735-8523 (Print), ISSN 1927-0089 (Online) Volatility ...orlabanalytics.ca/jaor/archive/v6/n4/jaorv6n4p243.pdf · 1 MathFinance AG, Frankfurt, Germany 2 Frankfurt School of Finance
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