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Publikováno v:
SSRN Electronic Journal.
Standard treatments of the impact of interest rate changes on bond prices include duration and convexity. These concepts derive from the first and second derivatives of a Taylor series expansion of an option-free bond price as a function of interest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::613c3b6ca75f721813d8e9fe3d217181
https://doi.org/10.2139/ssrn.3697547
https://doi.org/10.2139/ssrn.3697547
