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Tag: portfolio-duration

2 items with this tag.

  • Apr 12, 2026

    M12 — Interest Rate Risk

    • fixed-income
    • convexity
    • portfolio-duration
    • callable-bonds
    • putable-bonds
    • effective-convexity
  • Apr 12, 2026

    Glossary: FI Module 12 — Convexity and Portfolio Duration

    • glossary
    • convexity
    • money-convexity
    • effective-convexity
    • portfolio-duration

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