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Tag: straddle


2010.03.19 18:35:32

The best oxymoron I could think of...
Country default probabilities going up: Greece is in a bad shape, like Ireland, Spain, Portugal and Italy (PIGS)
City default probabilities going up: Milan, Birmingham (Alabama) are suing banks on the derivative trades they contracted in the past, which will be followed......

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   straddle | VIX | CLO | default
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