| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
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Asset/Liability Management – All chapters
Chapter 2 reviews general notions of duration and modified duration before describing the duration model for the quantification and management of interest rate risk.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
– Interest Rate Options
Prerequisite recommended:
– Value at Risk