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a financial model of interest rates. It is used for pricing interest rate derivatives. The quantities that are modeled are a set of forward rates (also called forward LIBORs)…
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An active management portfolio strategy that rebalances the percentage of assets held in various categories in order to take advantage of market pricing anomalies or strong market sectors.
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a trading system of buying financial assets that had high returns over the past months and selling those ones had low returns over the same time period.
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