# Key Rate Durations

@inproceedings{Ho1992KeyRD, title={Key Rate Durations}, author={Thomas Ho}, year={1992} }

THOMAS S.Y. HO is the President of Global Advanced Technology Corporation in New York. here are a wide variety of interest rate-contingent claims in the fixed-income securities markets: Treasuries, corporate issues, mortgage-backed securities, futures, options, rate caps and floors, swaps, and many types of Collateralized Mortgage Obligations. These securities are distinguishable from each other not just because they have different issuers or are traded in different markets. They may also be… Expand

#### 131 Citations

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