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by vader
May 20th, 2014, 12:50 am
Forum: Trading Forum
Topic: Swap/Swaptions Trading for Dummies
Replies: 32
Views: 28832

Swap/Swaptions Trading for Dummies

Hi All: I am new to swaptions and came across your references to swaptions primers. Would it be possible to email me the primers too?Thanks in advance!
by vader
May 6th, 2009, 2:51 am
Forum: Trading Forum
Topic: Basis Risk and EFP
Replies: 1
Views: 43437

Basis Risk and EFP

<t>Hi - Are there any good references on how Basis Trading is done, aka the process/pricing of baskets using basis trade methodology with broker. Example, if I have a $500m notional basket to trade and I am execute it via a basis trade, how would I compare the dealers quote to execute this basket (E...