24. Once the appropriate risk control instrument (or instruments) is selected, the appropriate position (i.e., long or
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24. Once the appropriate risk control instrument (or instruments) is selected, the appropriate position (i.e., long or short) and the amount of the position must be determined.
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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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