Deutsche Bank: Finding Relative Value Trades

Posted: 30 Sep 2005

See all articles by George Chacko

George Chacko

Santa Clara University - Finance Department

Peter Andrew Hecht

Harvard Business School

Vincent Dessain

Harvard Business School - Finance Unit; European Research Center

Anders Sjoman

Harvard Business School - Finance Unit; European Research Center

Date Written: April 26, 2005

Abstract

SUBJECT AREAS: Bonds, Capital markets, Financial instruments, Institutional investments

CASE SETTINGS: London; 2003

Deutsche Bank's Fixed Income Research Group is looking for yield curve trades to pitch to clients as well as for their proprietary trading desk. The group has data on recent bond trades and a proprietary term structure model, which they can use to develop trading ideas.

Suggested Citation

Chacko, George and Hecht, Peter Andrew and Dessain, Vincent and Sjoman, Anders, Deutsche Bank: Finding Relative Value Trades (April 26, 2005). HBS Publishing Case No.: 9-205-059; Teaching Note No.: 5-205-042, Available at SSRN: https://ssrn.com/abstract=817125

George Chacko (Contact Author)

Santa Clara University - Finance Department ( email )

Santa Clara, CA 95053
United States

Peter Andrew Hecht

Harvard Business School ( email )

Boston, MA 02163
United States
(617) 495-6171 (Phone)
(617) 496-7357 (Fax)

Vincent Dessain

Harvard Business School - Finance Unit; European Research Center ( email )

Boston, MA 02163
United States

Anders Sjoman

Harvard Business School - Finance Unit; European Research Center ( email )

Boston, MA 02163
United States

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