Hedge funds

Practical relative-value volatility trading

The rapid growth of fixed-income hedge funds has resulted in increased interest in identifying relative-value trade opportunities. Here, the author presents a consistent framework for finding value within interest rate options markets.

AXA Investment Managers - April 2004

AXA Investment Managers' Antoine Josserand explains Axa draws on existing expertise within the group - in long-only or derivatives, for example - to build out its single hedge fund program.

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