› CFA › CFA General › Coupon bonds and Arbitrage Search for:Search Button CFAFRMCAIACareersLounge GeneralLevel 1Level 2Level 3 Coupon bonds and Arbitrage Add A Reply Login Sign Up This topic has 2 replies, 3 voices, and was last updated Dec-176:58 pm by farlo001. Author Posts arun80nParticipant 05 Dec 2017 at 11:56 pm Up0Down:: If two coupon bonds with the same maturity have different coupon rates and yields to maturity, is there a possibility to exploit an arbitrage? Sophie MaconKeymaster 06 Dec 2017 at 6:14 pm Up3Down:: If they are completely identical (i.e. same issuer, maturity etc) except with prices, yes! farlo001Participant 07 Dec 2017 at 6:58 pm Up1Down:: How exactly would you arb it? Bonds are not an easy thing to short. Author Posts Viewing 2 reply threads You must be logged in to reply to this topic. Log In Username: Password: Keep me signed in Register Log In
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