Duration and Convexity To Measure Bond Risk
Fact checked by Vikki VelasquezReviewed by Cierra MurryWhat Are Duration and Convexity?Duration and convexity are two tools ...
Harvard Business School3 年
Note on Duration and Convexity
Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Duration and Convexity." Harvard Business School Background Note 205-025, August 2004. (Revised September 2004.) ...