Browsing Cases and Notes by Subject "Derivatives"

Now showing items 1-2 of 2

    • SK Securities 

      Raghunathan, V.; Varma, Jayanth R.; Bhagat, Chetan (2010-08-16)

    • Swap Curve Steepener 

      Varma, Jayanth R.; Virmani, Vineet (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 ...