What assumptions does a duration-based hedging scheme make about the way in which the term structure of

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What assumptions does a duration-based hedging scheme make about the way in which the term structure of interest rates moves?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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What assumptions does a duration-based hedging scheme make about the way in which the term structure of interest rates moves?
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What assumptions does a duration-based hedging scheme make about the way in which the term structure of

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Options Futures And Other Derivatives

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