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What is Hedging Interest Rate Risk in Fixed Income about?

This study investigates how to hedge a fixed income portfolio against interest rate volatility, particularly focusing on public securities in Brazil such as LTN, LFT, and NTN-B. It outlines the effectiveness of using the futures interest market for hedging, supported by a practical example comparing two portfolios over the year 2014. The findings demonstrate positive results in mitigating risks associated with interest rate fluctuations.

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