Arbitrage in the government bond market

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Question: Arbitrage in the Government Bond Market? (Harvard Business School Case 293093-PDF-ENG). The case examines a pricing anomaly in the large and liquid Treasury bond market, where the prices of callable Treasury bonds seem to be inconsistent with the prices of noncallable Treasuries and an arbitrage opportunity appears to exist.

RJR Nabisco Holdings Capital Corp.-1991 (Harvard Business School Case 292129-PDF-ENG). The case explores a large discrepancy in the prices of two nearly identical bonds issued in conjunction with a major leveraged buyout and considers how to capture arbitrage profits from the temporary anomaly.

Nikkei 225 Reconstitution (HBS Premier Case Collection Case 207109-PDFENG). The case considers how an institutional trader who may receive several billion dollars of customer orders in connection with a redefinition of the Nikkei 225 index can provide liquidity for the event and pick up arbitrage profits.

Reference no: EM131457873

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Arbitrage in the government bond market : Arbitrage in the Government Bond Market? (Harvard Business School Case 293093-PDF-ENG). The case examines a pricing anomaly in the large and liquid Treasury.

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