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Among the immunization strategies for bond investment, X means that the sensitivities of asset duration and debt duration to interest rate changes are different, so
Among the immunization strategies for bond investment, X means that the sensitivities of asset duration and debt duration to interest rate changes are different, so the ratio of the components of assets and liabilities is readjusted. What is X?
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Derivative Products And Pricing The Das Swaps And Financial Derivatives Library
Authors: Satyajit Das
1st Edition
0470821647, 9780470821640
