8. Assuming that the yield volatility is approximately normally distributed, the annual standard deviation can be used

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8. Assuming that the yield volatility is approximately normally distributed, the annual standard deviation can be used to construct a confidence interval for the yield one year from now.

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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 23, 2024 10:00 AM

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8. Assuming that the yield volatility is approximately normally distributed, the annual standard deviation can be used to construct a confidence interval for the yield one year from now.
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8. Assuming that the yield volatility is approximately normally distributed, the annual standard deviation can be used

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Measuring And Controlling Interest Rate And Credit Risk

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