Credit Derivatives: Credit Option Strategies
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Credit Derivatives: Credit Option Strategies

Intuition Publishing
Updated Sep 24, 2020

Options are used to express both directional and volatility views on the credit market. Agents use credit options to express customized views on the credit market or take views on the overall volatility of credit, without necessarily having any opinion on market direction. Here we look at directional strategies and volatility strategies for options.

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