A Simple, Accurate Formula for the Duration of a Portfolio...

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A Simple, Accurate Formula for the Duration of a Portfolio of Bonds Under a Non-Parallel Shift of a Non-Flat Yield Curve

Osborne, Michael J.
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Year:
2004
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.587242
File:
PDF, 341 KB
english, 2004
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