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FIXEDINCOMESECURITIES Valuation, Risk and Risk Management Pietro Veronesi University of Chicago JOHN WILEY & SONS, INC. Copyright c 2011 by John Wiley & Sons, Inc.…

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1. Chapter Seven Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques Copyright © 2010 by The McGraw-Hill Companies, Inc. All…

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1. Chapter Seven Asset-Liability Management:Determining and Measuring Interest Rates and Controlling Interest-Sensitive and Duration Gaps 2. Key Topics Asset, Liability,…

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