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Documents Copyright 2014 by Diane S. Docking1 Interest Rate Risk Management: DGAP.

Slide 1 Copyright 2014 by Diane S. Docking1 Interest Rate Risk Management: DGAP Slide 2 Learning Objectives Define the duration gap measure of interest rate risk Understand…

Documents Fixed Income - 2 The Financial Institute of Israel Zvi Wiener 02-588-3049 mswiener/zvi.html Fixed.....

Slide 1 Fixed Income - 2 http://www.tfii.org The Financial Institute of Israel Zvi Wiener 02-588-3049 http://pluto.mscc.huji.ac.il/~mswiener/zvi.html Fixed Income 2 Slide…

Documents FFIEC Capital Markets Conference Portfolio Management and Theory Steve Mandel May 18-19, 2004.

Slide 1 FFIEC Capital Markets Conference Portfolio Management and Theory Steve Mandel May 18-19, 2004 Slide 2 Portfolio Management Tools Security Level Portfolio Level Portfolio…