Fisher Weil duration and Replacement cost risk: Difference between pages

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imported>Doug Williamson
(Expand to note Also known as replacement risk.)
 
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The same as Fisher-Weil duration.
The risk of loss arising from the need to replace a contract before having paid away the principal amount.
 
Often quantified approximately as the expected profit foregone.
 
 
Also known as replacement risk.
 


== See also ==
== See also ==
* [[Fisher-Weil duration]]
* [[Credit risk]]
* [[Principal risk]]
 

Revision as of 17:43, 9 February 2015

The risk of loss arising from the need to replace a contract before having paid away the principal amount.

Often quantified approximately as the expected profit foregone.


Also known as replacement risk.


See also