Michael Egorov
@newmichwill
Curve and Yield Basis
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参加 November 2013
514 フォロー中 43.1K ファン
Ohhh interesting
9/10 This research grew out of a short conversation with @newmichwill on whether dynamic fees are superior to arbitrage. It pushed us to measure fee revenue and arbitrage revenue against each other.
Read the full paper, with proofs included, on our blog👇🏼
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