8. Illustrate how an interest rate swap and a swaption can be used to alter the risk...
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8. Illustrate how an interest rate swap and a swaption can be used to alter the risk exposure of a position.
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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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