price-sensitivity hedge ratio

Related Overviews


'price-sensitivity hedge ratio' can also refer to...


More Like This

Show all results sharing this subject:

  • Economics


Show Summary Details

Quick Reference

A hedge ratio used to determine the number of futures that must be sold (bought) to immunize a fixed rate long (short) position. See duration-based hedge ratio.

Subjects: Economics.

Reference entries

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