Data and the Global Corporate Bond Market

Project Summary

Are there relative value opportunities in the global corporate bond markets?  
A team of students will work with Professor Emma Rasiel to understand whether an analysis of credit spreads on bonds issued by international firms in multiple countries over time can shed light on potential arbitrage opportunities. The team will have frequent opportunities to interact with analytics professionals at a leading financial advisory and asset management firm.

 

Themes and Categories
Contact
Paul Bendich
Mathematics
bendich@math.duke.edu

Disciplines Involved: Economics, all Quantitative STEM

Project Lead: Emma Raisel

Project Manager: TBD

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