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Chapter 9 Interest Rate Risk II McGraw-Hill/Irwin © 2008 The McGraw-Hill Companies, Inc., All Rights Reserved. Overview 9-2 This chapter discusses a market valuebased model…

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Documents Financial Risk Management, Skövde University 1 Chapter 9 Overview This chapter discusses a market.....

Chapter 9 Overview This chapter discusses a market value-based model for assessing and managing interest rate risk: Duration Computation of duration Economic interpretation…