I dont understand how portfolio managers can calculate the
"I don't understand how portfolio managers can calculate the duration of an interest-rate option. Don't they mean the amount of time remaining to the expiration date?" Respond to this question.
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a what factors affect the modified duration of an interest-rate optionb a deep-in-the-money option always provides a
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i dont understand how portfolio managers can calculate the duration of an interest-rate option dont they mean the
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if the market rate is 8 calculate the issue price fv of 1 pv of 1 fva of 1 and pva of 1 use appropriate factors from
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