Fixed Income Risk Measurement
$279.00/learner
Managing interest rate risk for both traders and fixed income portfolio managers is an integral part of risk management. This session examines both duration and the dollar value of a basis point (DV01) including calculations and applications of each risk measurement. The concept of convexity will be introduced and explained.
- Date: TBD 2023
- Recommended CPE Credits: 2.4
- Duration: 2 Hours
- Time: 9:00-11:00 a.m. ET