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PORTFOLIO MANAGEMENT - Interest Rate Sensitivities of Bond Risk Measures - We capture the effect of changes in term-structure shape on duration and convexity
Falcon Crack, Timothy
;
Nawalkha, Sanjay K.
- In:
Financial analysts' journal : FAJ
56
(
2000
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10006290568
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72
Dynamic term structure modeling : the fixed income valuation course
Beliaeva, Natalia A.
;
Soto, Gloria M.
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2007
Persistent link: https://www.econbiz.de/10004892378
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