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The top documents tagged [dollar duration]
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dollar duration
39887312 Risk Management Chap 9 Interest Risk II MOD
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Fixed Income Securities
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Practical Investment Management by Robert.A.Strong slides ch19
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Drake DRAKE UNIVERSITY Fin 284. Drake Drake University Fin 284 Duration and Yield Changes Duration provides a linear approximation of the price change.
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Identification of Risk Factors. Market Risk and Credit risk Market risk is defined as the risk of fluctuations in portfolio values due to volatility in.
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VALUATION OF CMOS. Introduction STATIC VALUATION DYNAMIC VALUATION MODELING Option-adjusted spread(OAS) Other products of the OAS models Illustration.
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Fabozzi Bmas8 Ppt Ch04
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Identification of Risk Factors
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Fabozzi Ch04 BMAS 7thEd
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