Risk metrics and hedging

£59.99

Partner products listed include VAT. You will be directed to an external site to complete purchase and VAT will be applied at checkout.
More Information
About this course

This course discusses several important concepts in analyzing fixed-income portfolios: DV01, duration, and convexity. We extend the metrics to provide models that can hedge a wide range of different term structure movements. This course comprises videos, questions, and additional reading materials.

Type E-learning
Duration 3 hours +
Topic Risk Management
Write Your Own Review
Only registered users can write reviews. Please Sign in or create an account