A quick approximation for modified bond duration and convexity
Tom Arnold, John H. Earl Jr., and Cassandra D. Marshall
| Year of publication: |
2015
|
|---|---|
| Authors: | Arnold, Tom ; Earl, John H. ; Marshall, Cassandra D. |
| Published in: |
The journal of wealth management. - New York, NY : Pageant Media Ltd., ISSN 1534-7524, ZDB-ID 2090078-8. - Vol. 18.2015/16, 3, p. 53-56
|
| Subject: | Anleihe | Bond | Theorie | Theory | Zinsstruktur | Yield curve | Dauer | Duration |
| 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/10011398070