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A Note on Arbitrary Yield Curve Reshaping Sensitivities Using Key Rate Durations
Phoa, Wesley; Shearer, Michael - In: The journal of fixed income 7 (1997) 3, pp. 67-71
Persistent link: https://www.econbiz.de/10007362625
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Can You Derive Market Volatility Forecasts from the Observed Yield Curve Convexity Bias?
Phoa, Wesley - In: The journal of fixed income 7 (1997) 1, pp. 43-54
Persistent link: https://www.econbiz.de/10007370567
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A note on arbitrary yield curve reshaping sensitivities using key rate durations
Phoa, Wesley - In: The journal of fixed income 7 (1997) 3, pp. 67-71
Persistent link: https://www.econbiz.de/10001233941