26. After a target is determined and a hedge is established, the hedge must be monitored during...

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26. After a target is determined and a hedge is established, the hedge must be monitored during its life and evaluated after it is over and the sources of error in a hedge should be determined in order to gain insights that can be used to advantage in subsequent hedges.

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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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