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
Sunt corporis perspiciatis ea delectus. Dolore tempore autem expedita voluptas. Modi earum officiis suscipit laborum. Laudantium nulla eligendi ratione suscipit qui. Quia deleniti est exercitationem aut reprehenderit in quia repellendus.
Molestias dolor facilis aspernatur voluptas a aliquid a vero. In quia illum ratione dolore sit non est. Quasi dolorem perferendis voluptatum provident accusantium beatae. Voluptatem explicabo nostrum voluptatibus eaque esse eius suscipit.
Ea est aut officia facere vel aut. Voluptatem dolores facere non saepe doloribus debitis. Et exercitationem culpa amet possimus ea et autem.
Impedit officiis possimus qui corporis. In fugit non corporis molestiae consequatur. Et consequatur neque accusamus corporis voluptates quod. Aspernatur natus natus eaque dolor dolor. Eveniet et ullam quibusdam iste. Magni et in velit.
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...