Question
How does a portfolio manager use interest rate swaps to adjust the duration of a fixed income portfolio? What position does a manager take if
How does a portfolio manager use interest rate swaps to adjust the duration of a fixed income portfolio? What position does a manager take if they wish to increase the duration of the portfolio? What position does the manager take if they wish to decrease the duration of the portfolio?
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Forecasting Methods And Applications
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
3rd Edition
0471532339, 9780471532330
