3. A parallel shift in the yield curve means that the yield for all maturities change by...

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3. A parallel shift in the yield curve means that the yield for all maturities change by the same number of basis points.

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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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