A Closed-Form Formula for Calculating Bond Convexity
| Year of publication: |
1996
|
|---|---|
| Authors: | Blake, David ; Orszag, J.Michael |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 6.1996, 1, p. 88-91
|