Key Phrases - Statistically Improbable Phrases (SIPs):
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excess currency return, current dollar duration, breakeven spread movement, proxy hedge strategy, initial dollar safety margin, price change using duration, absolute yield spread, credit spread call option, optionality risk, protective put buying strategy, risk factor mismatches, target dollar duration, binomial interest rate tree, credit asset class, minimum target return, theoretical spot rate curve, theoretical futures price, forward credit spread, binary credit, coupon curve duration, estimated percentage price change, safety net return, predicted tracking error, approximate percentage price change, support tranche
Key Phrases - Capitalized Phrases (CAPs):
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Monte Carlo, United States, Credit Index, Ginnie Mae, Freddie Mac, Today Year, Fannie Mae, Rollins Group, Effective Contr, Alpha Performers Asset Management, Broad Market Index, Period Days, Year Cash, Year Passthroughs, Features of Debt Securities, Krane Products Inc, Month Beginning, Month Sch, Total Fixed Rate, Caterpillar Financial Services Corporation, Caterpillar Inc, Lehman Brothers, Semiannual Present, Tranche Par, Benchmark Portfolio Difference
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