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of Hedging -- 8.9 Hedging Exotic Options -- 8.10 Scenario Analysis -- Summary -- Further Reading -- Practice Questions ….6 Nonparallel Yield Curve Shifts -- 9.6.1 Partial Duration -- 9.6.2 Bucket Deltas -- 9.6.3 Calculating Deltas to Facilitate Hedging …
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, focusing on short-term gains but risking further losses if rates rose. Instead of hedging the market value risk of bank asset …
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