Heath Jarrow And Morton 3 Factor Model: Parallel Yield Curve Shifts
Narrated by Dr. Donald R. van Deventer, CEO of Kamakura Corporation, this video shows that higher rates have a double impact on rate risk via higher rate volatility
Narrated by Dr. Donald R. van Deventer, CEO of Kamakura Corporation, this video shows that higher rates have a double impact on rate risk via higher rate volatility