QuantForcesquant interview practice

Home Problemset Contests Profile

…

RB_CH03_Q013. Limit exposure 30-year long bond

difficulty 1600·answer type: strategy·✓Not solved

Problem

Submit answer

You must be signed in to submit answers.

Problem info

Book: Red Book (Heard on the Street)
Chapter: 3 · Other Financial Economics Questions
Problem #: 3.13
Pages: 48
Difficulty: 1600
Answer type: strategy
Solved by: 0
Attempts: 0

Tags

fixed-income duration-matching

Your submissions

to see your submission history.

Navigation

← All problemsprev · next →

QuantForces · problems from Xinfeng Zhou, A Practical Guide to Quantitative Finance Interviews