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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