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← Curve-Based and Empirical Fixed-Income Risk Measures
calculate the percentage price change of a bond for a specified change in benchmark yield, given the bond's effective duration and convexity
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describe the difference between empirical duration and analytical duration
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define key rate duration and describe its use to measure price sensitivity of fixed-income instruments to benchmark yield curve changes
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explain why effective duration and effective convexity are the most appropriate measures of interest rate risk for bonds with embedded options
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