23. The yield value of a price change is determined by calculating the difference between the yield...
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23. The yield value of a price change is determined by calculating the difference between the yield to maturity if the bond’s price was increased/decreased by one tick.
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Related Book For
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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