no code implementations • 25 Nov 2021 • Wujiang Lou
Securities borrowing and lending are critical to proper functioning of securities markets.
no code implementations • 20 Feb 2020 • Wujiang Lou
Derivative pricing is about cash flow discounting at the riskfree rate.
no code implementations • 20 Feb 2020 • Wujiang Lou
A negative basis trade enters a long bond position and buys protection on the issuer of the bond through credit default swap (CDS), aiming at arbitrage profit due to the bond-CDS basis.
no code implementations • 19 Apr 2016 • Wujiang Lou
A repurchase agreement lets investors borrow cash to buy securities.