17. Failure to take into account the yield curve can result in an inconsistent valuation of bonds,...

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17. Failure to take into account the yield curve can result in an inconsistent valuation of bonds, bond futures, and futures options.

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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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