Overview

duration risk management


Related Overviews

 

'duration risk management' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Economics

GO

Show Summary Details

Quick Reference

Using duration (more normally modified duration or bond volatility) to control mismatches between assets and liabilities.

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.