✦ LIBER ✦

Duration and the Measurement of Basis Risk

✍ Scribed by John C. Cox, Jonathan E. Ingersoll, Jr. and Stephen A. Ross

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Alternative Duration Specifications and

✍ N. Bulent Gultekin and Richard J. Rogalski 📂 Article 📅 1984 🏛 University of Chicago Press 🌐 English ⚖ 455 KB

Risk Aversion, Risk, and the Duration of

✍ Robert M. Feinberg 📂 Article 📅 1977 🏛 MIT Press 🌐 English ⚖ 320 KB

Implied Equity Duration: A New Measure o

✍ Patricia M. Dechow; Richard G. Sloan; Mark T. Soliman 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 383 KB

Salivary responding and the duration of

✍ Epstein, Leonard H. ;Wisniewski, Lucene ;Deflavia, Petrina ;Mitchell, Shari 📂 Article 📅 1995 🏛 Psychonomic Society Publications 🌐 English ⚖ 550 KB

Unemployment duration and the measuremen

✍ Manimay Sengupta 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 392 KB

Discussion of “Implied Equity Duration:

✍ Pedro Santa-clara 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 66 KB