A quick approximation for modified bond duration and convexity
Year of publication: |
2015
|
---|---|
Authors: | Arnold, Tom ; Earl, John H. ; Marshall, Cassandra D. |
Published in: |
The journal of wealth management. - New York, NY : Pageant Media Ltd., ISSN 1534-7524, ZDB-ID 2090078-8. - Vol. 18.2015/16, 3, p. 53-56
|
Subject: | Theorie | Theory | Dauer | Duration | Anleihe | Bond | Portfolio-Management | Portfolio selection | Zinsrisiko | Interest rate risk |
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