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Duration, Convexity, and Time Value · Study

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ArticleDuration, Convexity, and Time Value

Bjarne G. Sørensen1994

Article1994

Duration, Convexity, and Time Value

Bjarne G. Sørensen

30 citations·0/0 files stored·The Journal of Portfolio Management

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stochastic processes and financial applications

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1982The Pricing of Options on Default-Free Bonds 1983Duration: Its Development and Use in Bond Portfolio Management

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Details

Year1994

Typearticle

Published1994-01-31

VenueThe Journal of Portfolio Management

ISSN-L0095-4918

Languageen

Citations30

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.3905/jpm.1994.409472

openalex_workW1997628660

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