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| Reference | Title | Link |
| Bauer College (2010m) | Lecture Notes: International Bond Markets: Pricing and Hedging | here |
Summary
"This chapter applies some of the concepts introduced in Chapter XI and in Appendix XI. First, the chapter introduces the techniques used to price and select new issues in an international context. Then, the chapter focuses on interest risk management. To this end, we introduce the specifics of the most popular government bond futures contract, delivery, and pricing. This chapter concludes with a couple of examples on interest rate risk management." |
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