Duration, factor sensitivities, and interest rate Greeks (Q665789): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duration, factor sensitivities, and interest rate Greeks |
scientific article |
Statements
Duration, factor sensitivities, and interest rate Greeks (English)
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6 March 2012
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interest rate risk
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duration
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stochastic duration
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factor sensitivities
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