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Swap Curve Steepener: A Teaching Note
(Indian Institute of Management Ahmedabad, 2017-12-27)
Swap Curve Steepener
(Indian Institute of Management Ahmedabad, 2017-12-27)
The case is about a decision problem facing James on whether or not to invest in a structured product called the “CMS Steepener” issued by a large US investment bank. The payoff from the product is linked to two constant ...
Size, value, and momentum in Indian Equities
(Sage, 2017)
A quarter century has elapsed since India embarked on the process of economic reforms in 1991. In this article, we look at the post-reform period of the Indian equity market to understand the performance ...