Enhancement of the bond duration-convexity approximation
Year of publication: |
2012
|
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Authors: | Lajili, Souad ; Rakotondratsimba, Yves |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 4.2012, 3, p. 115-125
|
Subject: | Finanzmarkt | Financial market | Kapitalanlage | Financial investment | Rentenmarkt | Bond market | Hedging | Risiko | Risk | Zinsstruktur | Yield curve | Theorie | Theory |
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