Shared Flashcard Set

Details

R67 Intro Interest Rate Risk
R67 Intro Interest Rate Risk
4
Finance
Professional
08/05/2012
Click here to study/print these flashcards.

Create your own flash cards! Sign up here.

Additional Finance Flashcards

 

 

Cards

Term
Modified Duration
 Definition
takes out embedded options
Term
Effective Duration
 Definition
incorpates embedded options
Term
full valuation approach
 Definition
takes change in yield curve into account since it takes in scenarios
Term
duration/convexity approach
 Definition
doesn’t take yield curve changes into account
Supporting users have an ad free experience!