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The top documents tagged [sensitivity of bond]
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Bond Portfolio Management Active & Passive Strategies
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1 CHAPTER 8 Bond Valuation and Risk. 2 CHAPTER 8 OVERVIEW This chapter will: A. Explain how debt securities are priced B. Identify the factors that affect
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Chapter 11 Managing Bond Portfolios Copyright © 2010 by The McGraw-Hill Companies, Inc. All rights reserved.McGraw-Hill/Irwin
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Dr. Himanshu Joshi. Change in interest rates results in change in prices of bonds in reverse direction. Interest rate increase = Price will fall to
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Duration, Convexity and Immunization
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Managing Bond Portfolios
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Copyright 2015 by Diane S. Docking 1 Bond Valuation
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Chapter 19: Commercial Mortgage Economics & Investment
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