TechnicalStandardIn French
Ton portefeuille a un DV01 nul. Est-il couvert contre tout risque de taux ?
Rates & the curve, Intermediate
Core for RiskUseful for Trading, QuantRates
The study note explaining this concept is being reviewed.
No other published question yet.
Breaking rate risk down by maturity (key rates, buckets) to hedge curve moves.
No other published concept builds on this one yet.
It comes back at spaced intervals, more often before your interview.
TechnicalStandardIn French
Ton portefeuille a un DV01 nul. Est-il couvert contre tout risque de taux ?