✦ LIBER ✦

Duration and convexity of zero-coupon convertible bonds

✍ Scribed by Sudipto Sarkar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Using Duration and Convexity in the Anal

✍ Robert Brooks and Bill Attinger 📂 Article 📅 1992 🏛 CFA Institute 🌐 English ⚖ 614 KB

Risky coupon bonds as a portfolio of zer

✍ Robert A. Jarrow 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 165 KB

Duration and convexity in spanish corpor

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

ANALYTICS OF DURATION AND CONVEXITY FOR

✍ Jamshid Mehran; Ghassem Homaifar 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 314 KB

Bond pricing with a surface of zero coup

✍ Vijay A. Murik 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 246 KB

Zero coupon bonds and affine term struct

✍ Luis H.R. Alvarez 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 279 KB