Understand the relation between duration and DV01, and the formulas needed to use either concept for hedging.

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Financial Markets And Corporate Strategy

ISBN: 9780077119027

1st Edition

Authors: David Hillier, Mark Grinblatt, Sheridan Titman

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Question Posted: Jul 18, 2024 07:06 AM

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Understand the relation between duration and DV01, and the formulas needed to use either concept for hedging.

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Financial Markets And Corporate Strategy

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