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Boston University - Department of Finance & Economics
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overnight indexed swap, interest rate swap, risk management, LIBOR
interest rate, derivatives, valuation, credit risk
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Interest Rate Swap Valuation
Bond Math, Bloomberg, After-Tax Yields
Financial Statement Analysis, Accounting and Auditing Standards Development, Auditing Standards, Analysis of Off-Balance-Sheet Assets and Liabilities, Disclosure of Off-Balance-Sheet Liabilities, Analysis of Financial Instruments, Derivatives, and Hedging Activities
Portfolio Management: Asset/Liability Management, Risk Measurement and Management: Equity Portfolios, Fixed-Income Portfolios
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