Published on Zero Hedge (http://www.zerohedge.com)

The Negative Convexity Of CDS Trading And Why CDOs Chase Markets

By Tyler Durden

Created 02/18/2009 - 17:37

[1]

Submitted by Tyler Durden [1] on 02/18/2009 17:37 -0500

CDS [2]
Convexity [3]
Negative Convexity [4]

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CDS
Convexity
Negative Convexity

Source URL: http://www.zerohedge.com/article/negative-convexity-cds-trading-and-why-cdos-chase-markets

Links:
[1] http://www.zerohedge.com/users/tyler-durden
[2] http://www.zerohedge.com/taxonomy_vtn/term/142
[3] http://www.zerohedge.com/taxonomy_vtn/term/10124
[4] http://www.zerohedge.com/taxonomy_vtn/term/9554