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Empirical Duration Measuring the price sensitivity of U Empirical Duration Measuring the price sensitivity of U

Empirical Duration Measuring the price sensitivity of U - PDF document

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Uploaded On 2014-12-27

Empirical Duration Measuring the price sensitivity of U - PPT Presentation

S Treasury Futures Treasury futures trade in price but it is often useful to consider strategies in terms of yield changes The dollar value of a one basis point change in yield for Treasury notes changes with yields Treasury futures contracts reflect ID: 30343

Treasury Futures Treasury futures

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