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Unformatted text preview: Part B: -1 Question 20 marks, 2 Questions 10 marks each-Re-pricing model, Duration Model, Hedging interest rate risk Part C:-One idea = 1-2 points-Understanding of major concepts related to Interest rate risk-3. Review the following chapters of the core book/lecture notes: -PPT of Lecture 1-5-Chapters 23, 25, 8, 7 and 2 4. Review Tutorial exercises 3,4, and 5. Please check yourself with the suggested answers available on the L drive 5. Review Quiz 6. KIMEP examination rules are applied to the Exam 1, please see Syllabus for details. Non-attendance of Exam 2 will result to 0% for this grade component. 7. If you have questions feel free to contact me: Email: [email protected] Mobile: 8701 77 22 621...
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- Spring '12
- Finance, sharp Exam end