3. The observation used in the calculation of the standard deviation is the natural logarithm of the
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3. The observation used in the calculation of the standard deviation is the natural logarithm of the percentage change in yield between two dates.
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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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