You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Лучший. Просто лучший и нет аналогов на ютубе. Буду постепенно смотреть все плейлисты, расставлять все по полочкам в своей голове. Спасибо тебе за проделанную работу!
We will definitely do more videos on risk management when we return to this topic, including a deeper discussion of convexity. Thanks for the suggestion!
why did u multiply insensitive assetes and liabilities with duration generated via whole asset and liabilities ? isnt that true that only sensitive assets may change if IR changes.
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Лучший. Просто лучший и нет аналогов на ютубе. Буду постепенно смотреть все плейлисты, расставлять все по полочкам в своей голове. Спасибо тебе за проделанную работу!
Great tutorial...Kindly do a video where convexity risk is considered...thanks a lot..
We will definitely do more videos on risk management when we return to this topic, including a deeper discussion of convexity. Thanks for the suggestion!
why did u multiply insensitive assetes and liabilities with duration generated via whole asset and liabilities ? isnt that true that only sensitive assets may change if IR changes.