Power law bond price and yield approximation Article

Barber, Joel R. (2021). Power law bond price and yield approximation . Journal of Risk Finance, 23(1), 14-31. 10.1108/JRF-10-2020-0217

keywords

  • Bond price function
  • Business & Economics
  • Business, Finance
  • Convexity
  • DURATION
  • Duration
  • G11
  • Interest rates
  • Risk management
  • Social Sciences
  • Taylor series
  • Yield

Digital Object Identifier (DOI)

start page

  • 14

end page

  • 31

volume

  • 23

issue

  • 1