10. The duration approach to risk management is referred to as the parametric approach, while the full...

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10. The duration approach to risk management is referred to as the parametric approach, while the full valuation approach is called the nonparametric approach.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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Question Posted: Oct 23, 2024 10:00 AM

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10. The duration approach to risk management is referred to as the parametric approach, while the full valuation approach is called the nonparametric approach.
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10. The duration approach to risk management is referred to as the parametric approach, while the full...

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Measuring And Controlling Interest Rate And Credit Risk

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