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A Tale of Two Futures: A Tale of Two Futures:

A Tale of Two Futures: - PowerPoint Presentation

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Uploaded On 2016-03-18

A Tale of Two Futures: - PPT Presentation

versus Nikkei 225 Index Futures 1 Christopher Ting Learning Objectives Define quanto Understand intermarket spread trading strategy Analyze the PampL of a short quanto position 2 Quanto ID: 260743

futures nkd niy index nkd futures index niy dollar market time spread contract nikkei maturity price points amp 225

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