Enhancement of the Bond Duration-Convexity Approximation

Document type :
Journal articles
Complete list of metadatas

https://hal-upec-upem.archives-ouvertes.fr/hal-01133573
Contributor : Souad Lajili Jarjir <>
Submitted on : Thursday, March 19, 2015 - 4:30:32 PM
Last modification on : Wednesday, September 4, 2019 - 1:52:11 PM

Identifiers

  • HAL Id : hal-01133573, version 1

Collections

Citation

Souad Lajili Jarjir, Yves Rakotondratsimba. Enhancement of the Bond Duration-Convexity Approximation. International Journal of Economics and Finance, 2012, http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291099-1158. ⟨hal-01133573⟩

Share

Metrics

Record views

91