Measuring Interest Rate Risk: Effective Duration and Convexity
Creighton Authors
Johnson, Robert R.
Johnson, Robert R.
Admin. Units
College of Business Administration; Economics and Finance
College of Business Administration; Economics and Finance
Title
Measuring Interest Rate Risk: Effective Duration and Convexity
Measuring Interest Rate Risk: Effective Duration and Convexity
Authors
Buetow, Gerald; Johnson, Robert R.
Buetow, Gerald; Johnson, Robert R.
Book
Encyclopedia of Financial Models, III
Encyclopedia of Financial Models, III
Publisher
John Wiley & Sons, Inc.
John Wiley & Sons, Inc.
Pages
299-306
299-306
Date
2012
2012
Metadata
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Citation
Buetow, Gerald; Johnson, Robert R.. Measuring Interest Rate Risk: Effective Duration and Convexity. Encyclopedia of Financial Models, III. 2012, John Wiley & Sons, Inc.
Buetow, Gerald; Johnson, Robert R.. Measuring Interest Rate Risk: Effective Duration and Convexity. Encyclopedia of Financial Models, III. 2012, John Wiley & Sons, Inc.