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READING 62: MULTI-FACTOR RISK METRICS AND HEDGES #72

Open Grefer opened 4 years ago

Grefer commented 4 years ago

https://www.melonsblog.cn/2020/02/reading-62-multi-factor-risk-metrics.html#more

Grefer commented 4 years ago

The most suitable for managing the interest rate risk of a swaps portfolio is Bucket shift technique.