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Kaufman, CMT3 Chapter 13

Chapter 13: Spreads and Arbitrage

  • Dynamics of Futures Intramarket
  • Spreads
  • Carrying Charges
  • Spreads in Stocks
  • Spread and Arbitrage
  • Relationships
  • Risk Reduction in Spreads
  • Arbitrage
  • The Carry Trade
  • Changing Spread Relationships
  • Intermarket Spreads