Tuckman, Fixed Income Securities, Chapters 6, 7, 8, 9 & 10 Study Notes contain 76 pages covering the following chapters:
Chapter 6: Empirical Approaches to Risk Metrics and Hedging
Chapter 7: The Science of Term Structure Models
Chapter 8: The Evolution of Short Rates and the Shape of the Term Structure
Chapter 9: The Art of Term Structure Models: Drift
Chapter 10: The Art of Term Structure Models: Volatility and Distribution
After reviewing the notes you will be able to apply what you learned with practice questions.
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