full valuation
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Convexity
Description The PPT explaining about Convexity Approach with ways to measure interest rate risk. 1. Interest Rate Risk 2. Ways of measuring Interest Rate Risk 3. Full valuation approach ? Example 4. Duration/Convexity Approach ? Duration ? What is duration? ? Calculation ? Properties ...- balajiv.ganesh
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- applications duration full valuation interest rate risk limitations
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- Forum: Financial Services