How would you measure the dollar duration of a swap?

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Options Futures And Other Derivatives

ISBN: 9781292212890

9th Global Edition

Authors: John Hull

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Question Posted: Mar 16, 2024 01:00 PM

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How would you measure the dollar duration of a swap?

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To measure the dollar duration of a swap you would typically follow these steps Understand Dollar Du...View the full answer

Options Futures And Other Derivatives

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