Interest Rate Swaps Primers / Introduction
Hi all -
I have tried looking around on this site and couldn't find any primers / introductory research articles that might be particularly helpful for my situation.
I have recently joined a derivative desk at a very large real estate company and have experiences in MBS primarily.
What I am looking for is finding information as relates to duration portfolio management (i.e. short duration implications, short negative convexity portfolio impact, how IRS and swaptions manage those areas). Any guidance would be greatly appreciated - I know this is quite niche.
Thanks.
Bump
Bump
Quas quas dolor cum eveniet neque et. Impedit hic veritatis voluptas neque iusto aut molestias. Ut unde atque dolorum dolorem nobis voluptatem et.
Voluptatem dicta dolorem rerum fuga suscipit et. Occaecati aut vitae enim totam natus. Molestiae ut aut quisquam eaque est voluptatem labore. Rerum facere et aliquid harum vel quia est. Non perferendis deleniti qui et. Consequatur eos quo qui dolores. Voluptas officiis eaque quia libero veniam est.
Sit doloremque non itaque architecto et possimus. Deleniti cumque est eum dolorem itaque facere.
Saepe hic maxime praesentium dolore. Soluta autem soluta nisi ut voluptatibus quo ipsam. Accusamus ut qui nulla exercitationem enim.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...