6. The advantages of adjusting a portfolios duration using futures rather than cash market instruments are transactions

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6. The advantages of adjusting a portfolio’s duration using futures rather than cash market instruments are transactions costs are lower, margin requirements are lower, and it is easier to sell short in the futures market.

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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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6. The advantages of adjusting a portfolios duration using futures rather than cash market instruments are transactions

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Measuring And Controlling Interest Rate And Credit Risk

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