Power law bond price and yield approximation
Joel R. Barber
| Year of publication: |
2022
|
|---|---|
| Authors: | Barber, Joel R. |
| Subject: | Bond price function | Convexity | Duration | Interest rates | Risk management | Taylor series | Yield | Anleihe | Bond | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Theorie | Theory | Risikomanagement | Zins | Interest rate | Rendite | Öffentliche Anleihe | Public bond |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-10-2020-0217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012797857