Abstract
The managing of interest rate risk is concerned with selecting which risk to be exposed to and which risk to be immunized against, assessing the risks of different securities, and constructing the portfolio with the specified risk return characteristics. Better managing of interest rate risk requires a better understanding of interest rate risk.
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© 1996 Springer-Verlag Berlin Heidelberg
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Chen, L. (1996). Managing Interest Rate Risk. In: Interest Rate Dynamics, Derivatives Pricing, and Risk Management. Lecture Notes in Economics and Mathematical Systems, vol 435. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46825-4_7
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DOI: https://doi.org/10.1007/978-3-642-46825-4_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60814-1
Online ISBN: 978-3-642-46825-4
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