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UL for a Portfolio of two credit assets
Can you kindly clarify as to the following terms not included under square root. like Wi2XUi2 Or is it that the sigma i=1 to 2 & j= 1 to 2 is missing?- [email protected]
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- Replies: 4
- Forum: P1.T4. Valuation & Risk Models (30%)
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Disadvantage of hedging risk
Can this be elaborated with example?- [email protected]
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- Replies: 5
- Forum: P1.T1. Foundations of Risk (20%)
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Risk on par Treasury Bond with different maturities
Is it due to higher impact of price change for a change in interest rate, on Long Term Bond compared to short term bond.- [email protected]
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- Replies: 2
- Forum: P1.T3. Financial Markets & Products (30%)