View Full Version : 8V November 2000 #2
10-17-2001, 08:58 AM
I am finally getting around to looking at last year's exam. In number 2, ``Adjusted Duration'' is mentioned.
Is this topic still on the syllabus?
10-22-2001, 10:43 AM
I think it's from article by Ho "Key Rate Durations". He shows that you can go back and forth btwn key-rate durations and partial durations(Reitano), Ho calls them adjusted durations.
Hope this helps.
I am still not clear what to do with the case study (besides reading it).
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