✦ LIBER ✦

Bond portfolio duration, cash flow dispersion and convexity

✍ Scribed by Smith, Donald J.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Convexity for Bonds with Special Cash Fl

✍ Sanjay K. Nawalkha and Nelson J. Lacey 📂 Article 📅 1991 🏛 CFA Institute 🌐 English ⚖ 479 KB

A Note on Convexity and Bond Portfolio P

✍ Gang Shyy and Chilin Lieu 📂 Article 📅 1994 🏛 Financial Management Association International (FM 🌐 English ⚖ 264 KB

Duration and convexity in spanish corpor

✍ Francisco Escribano Sotos 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 371 KB

Bond Math (The Theory behind the Formula

✍ Smith, Donald J. 📂 Article 📅 2011 🏛 John Wiley & Sons, Inc. ⚖ 605 KB

Duration and convexity of zero-coupon co

✍ Sudipto Sarkar 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 392 KB

DURATION AND INTEREST RATE RISK FOR UNCE

✍ Huw Rhys; Mark Tippett 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 455 KB