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Power law bond price and yield approximation
Article
Barber, Joel R. (2021). Power law bond price and yield approximation .
23(1), 14-31. 10.1108/JRF-10-2020-0217
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Barber, Joel R. (2021). Power law bond price and yield approximation .
23(1), 14-31. 10.1108/JRF-10-2020-0217
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Overview
Research
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Overview
cited authors
Barber, Joel R
authors
Barber, Joel
publication date
December 27, 2021
webpage
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000736213400001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=e451fd656366bf1ec5554941920a9ccb
Research
keywords
Bond price function
Business & Economics
Business, Finance
Convexity
DURATION
Duration
G11
Interest rates
Risk management
Social Sciences
Taylor series
Yield
Identifiers
Digital Object Identifier (DOI)
https://doi.org/10.1108/jrf-10-2020-0217
Additional Document Info
publisher
EMERALD GROUP PUBLISHING LTD
start page
14
end page
31
volume
23
issue
1