Explain how the duration gap of the corporations implied equity position can be determined.

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Explain how the duration gap of the corporation’s implied equity position can be determined.

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Global Derivatives A Strategic Risk Management Perspective

ISBN: 9781526411679

1st Edition

Authors: Torben Juul Andersen

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Question Posted: Nov 08, 2024 04:00 AM

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Explain how the duration gap of the corporations implied equity position can be determined.
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Explain how the duration gap of the corporations implied equity position can be determined.

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Global Derivatives A Strategic Risk Management Perspective

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