EVIDENCE ON THETA AND CONVEXITY IN TREASURY RETURNS
| Year of publication: |
2002
|
|---|---|
| Authors: | Kang, Joseph Choongseok ; Chen, Andrew H. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 12.2002, 1, p. 41-50
|