Search results

Hi all, If I'm given a company having a CDS (say 5Y) and I want to see the dependency between the spread of the CDS and an index (say iTraxx Europe 5Y), what should I compute? My idea is that I want to be able to say that, on average and during a certain period, when the index moved by 1 bp...

Hello, I'm a newcomer in FE and I'm a bit lost with the ton of tools used. Well, I guess that there is no absolute set of tools, but it depends on what's your objective. Let's say I'm a arbitrageur (hi. freq.). Hence, I need to have real-time quotations and analysis of markets. Will I still...