Note on Duration and Convexity
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This case explores two measures of price sensitivity: duration and convexity. These measures are normally used to gauge how sensitive a bond's price is to a change in interest-rate levels. However, as concepts, both duration and convexity have wider appli
【書誌情報】
ページ数:10ページ
サイズ:A4
商品番号:HBSP-9-205-025
発行日:2004/8/27
登録日:2007/8/16