The volatility of an asset's absolute return (i.e., its return measured irrespective of a benchmark rate) as opposed to its...

In relation to bonds, it is the risk (a type of interest rate risk) that the reinvestment rate will drop...

It stands for money market futures; a standardized, exchange-traded contract to buy or sell a money market security at a...

Though it has several meanings in different contexts, it is usually defined as a tool that measures the sensitivity of...

A measure of interest rate risk that calculates the change in yield (of a fixed-income security) in response to a...

A standardized, exchange-traded contract to buy or sell a money market security at a set price on a particular future...

A covenant in a bond issue that allows a bondholder to sell, or put, a bond back to the issuer...

The risk that arises from inability of a hedger/ portfolio manager to hedge against a change in the shape of...

The risk that arises from inability of a hedger/ portfolio manager to hedge against a change in the shape of...

The risk that arises from inability of a hedger/ portfolio manager to hedge against a change in the shape of...