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Fixed Income Derivatives - Uses and Implications
Fixed Income Derivatives - Uses and Implications 1994 SOA Spring Meeting, Orlando. This session ... out ten years involves the dealer going short on 17-year rates, and going long on ten-year rates in a ...- Authors: Stephen Reddy, John Mulholland, Timothy L Patria
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives