Duration and bond return approximation : the quasi-convexity effect
Winfried G. Hallerbach
| Year of publication: |
1994
|
|---|---|
| Authors: | Hallerbach, Winfried G. |
| Publisher: |
Rotterdam |
| Subject: | Anleihe | Bond | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | 23 S. : graph. Darst |
|---|---|
| Series: | Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES. - Rotterdam : Univ., ISSN 0921-0180, ZDB-ID 1238135-4. - Vol. 9401 Rotterdams Instituut voor Bedrijfseconomische Studies ; 9325 : R, Report : F, Business finance and portfolio investment |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 90-5086-138-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000880121