Transcription of Barra Risk Model Handbook - RoyCheng
{{id}} {{{paragraph}}}
HandbookBarra Risk ModelBarra Risk ModelCopyright 2004 Barra , Inc and/or its subsidiaries and affiliates ( Barra ). All rights reserved. This publication shall be used only in accordance with the terms ofyour license agreement with Barra , but in any event, only for your internal business use. This publication is the confidential and proprietary property of Barra . Nopart of this publication may be reproduced, transmitted, or distributed in any form by any means (electronic, photocopying or otherwise) without the prior writtenconsent of Barra . Barra is a registered trademark, and other Barra product names, service names, slogans or logos referenced in this publication are trademarks,servicemarks, registered trademarks or registered servicemarks of Barra , Inc.
Contents iii 6. Spread Risk Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . .71 Swap Spread Risk Model ...
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
{{id}} {{{paragraph}}}