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Enhancement of the Bond Duration-Convexity Approximation

Souad Lajili Jarjir 1 Yves Rakotondratsimba
1 IRG - Institut de Recherche en Gestion
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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 : Thursday, February 18, 2021 - 9:16:02 AM

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  • HAL Id : hal-01133573, version 1

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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⟩

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