A closed-form formula for calculating bond convexity
David Blake and J. Michael Orszag
| Year of publication: |
1996
|
|---|---|
| Authors: | Blake, David |
| Other Persons: | Orszag, Jonathan Michael (contributor) |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 6.1996, 1, p. 88-91
|
| Subject: | CAPM | Anleihe | Bond | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001205421