✦ LIBER ✦

Impact of Correlation of Asset Value and Interest Rates upon Duration and Convexity of Risky Debt

✍ Scribed by Vance P. Lesseig; Duane Stock

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Effect of Interest Rates on the Valu

✍ Vance Lesseig; Duane Stock 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 109 KB

The Effective Duration and Convexity of

✍ Ahlgrim, Kevin C. ;D'Arcy, Stephen P. ;Gorvett, Richard W. 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 475 KB

An application of comonotonicity and con

✍ Inge Koch; Ann De Schepper 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 891 KB

Cross- and auto-correlation effects aris

✍ Hallerbach, Winfried G. 📂 Article 📅 2003 🏛 Taylor and Francis Group 🌐 English ⚖ 145 KB

Do National Economic Shocks Influence Eu

✍ Bouvet, Florence; King, Sharmila 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 531 KB

The costs of suboptimal dynamic asset al

✍ Linda Sandris Larsen; Claus Munk 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 649 KB