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Keywords: Interest Rate Risk
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Journal Articles
Convexity Analysis of Option Embedded Bonds
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2004) 12 (1): 23–49.
Published: 30 May 2004
...Seung Hyeon O Interest rate risk hedge strategies usually assume that term structure of interest rates in moving under a specific way. If a real term structure is moving differently from the assumed term structure movement, the interest rate risk hedge strategies assuming the special term structure...
