An Intuitive Procedure to Approximate Convertible Bond Hedge Ratios and Durations
| Year of publication: |
1995
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|---|---|
| Authors: | Ferguson, Robert ; Butman, Robert E. ; Erickson, Hans L. ; Rossiello, Steven |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 22.1995, 1, p. 103-112
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