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Trading Credit Volatility
How is the best way to trade credit volatility and is there any similarity with vega or gamma equity trading? Which instruments are used CDS, spread options, CDO's ?
Last edited by mencey on January 8th, 2004, 11:00 pm, edited 1 time in total.
Trading Credit Volatility
You can use easilly CDS options on single names or on credit index ; and there are the same similarities than equity options ...