Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009 Harvard Case Solution & Analysis

The D case briefly recounts the actions that investment manager Albert Mills takes in the subject of an uncommonly low U.S. dollar given-floating swap spread. He should decide what to do next.

PUBLICATION DATE: January 18, 2011 PRODUCT #: 211052-HCB-ENG

This is just an excerpt. This case is about FINANCE & ACCOUNTING

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