Corporate Bond Hedges

Discussion in 'Trading' started by swampy, Oct 5, 2007.

  1. swampy


    I was wondering if anyone could reference any research on hedging corps with OTM PUT/ OTM Verts on the underlying for default risk?

    I was also looking for a study on the average yield vs Bond Rating vs Capitalization.

    I know a pretty dry subject.

    Fell free to PM as needed.

    Thanks Swampy