What's new

key-rate-shift

  1. Nicole Seaman

    YouTube T4-43: Fixed Income: Key rate shift technique

    The key rate shift technique overcomes the key limitation of duration and DV01 which is that they must assume a parallel shift in the yield curve because they are single-factor risk measures. The key rate shift technique, on the other hand, is multi-factor: the term structure is carved into a...
Top