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1. 1. Migration plan of Risky Total Return Swap to Bond Return Swap

   University essay from KTH/Matematisk statistik

   Author : Louis Maziere; [2020]
   Keywords : Total Return Swap; applied mathematics; financial mathematics; Total Return Swap; applied mathematics; financial mathematics;

   Abstract : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. READ MORE