33. The best options contract to use depends upon the option price, liquidity, and correlation with the

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33. The best options contract to use depends upon the option price, liquidity, and correlation with the bond(s) to be hedged.

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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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Question Posted: Oct 24, 2024 04:02 AM

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33. The best options contract to use depends upon the option price, liquidity, and correlation with the bond(s) to be hedged.
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33. The best options contract to use depends upon the option price, liquidity, and correlation with the

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Measuring And Controlling Interest Rate And Credit Risk

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