Common Misunderstandings Concerning Duration and Convexity-Reference-Cited by-同舟云学术

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Common Misunderstandings Concerning Duration and Convexity

Published:2007 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Crack Timothy Falcon,Nawalkha Sanjay K.

Publisher

Elsevier BV

Reference12 articles.

1. Duration Models: A Taxonomy;G O Bierwag;The Journal of Portfolio Management,1988

2. The Econometrics of Financial Markets

3. Duration, Convexity, and Time Value;Peter Christensen;The Journal of Portfolio Management,1994

4. Modified Duration and Convexity with Semiannual Compounding;C Cole;Journal of Economics and Finance,1995

5. Bond Markets;Frank J Fabozzi;Analysis and Strategies,1996

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Nitty Gritty of Bond Valuation;SSRN Electronic Journal;2018

2. A Highly Accurate Measure of Bond Price Sensitivity to Interest Rates;SSRN Electronic Journal;2003

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