Questions tagged [relative-value]

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Cost of Volga & Vanna in Credit Options?

What are the commonly used methods to compare the cost of volga/vanna in credit index options across time and strikes? In practice, is the Vanna-Volga exposure technique used in credit, or are there ...
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Relative Value and Z-spreads

I wanted to understand how I can use Z-spreads in the context of gov bond RV. I understand how to compute Z-spreads although I am having some trouble interpreting the meaning. I am solving for the ...
user67825's user avatar