Enhancement of the bond duration-convexity approximation
Souad Lajili; Yves Rakotondratsimba
| Year of publication: |
2012
|
|---|---|
| Authors: | Lajili, Souad ; Rakotondratsimba, Yves |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 3, p. 115-125
|
| Subject: | Finanzmarkt | Financial market | Kapitalanlage | Financial investment | Rentenmarkt | Bond market | Hedging | Risiko | Risk | Zinsstruktur | Yield curve | 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/10009613382