Open Library logo
New Feature: You can now embed Open Library books on your website!   Learn More
Last edited by WorkBot
February 6, 2010 | History

The different sensitivities of Macauley duration-matching and convexity arbitrage to the parallel-shifting yieldcurve assumption 1 editions

The different sensitivities of Macauley duration-matching and convexit ...
Steven P. Feinstein
There's no description for this book yet. Can you add one?

1 edition First published in 1993

Edition Read Locate Buy
Cover of: The different sensitivities of Macauley duration-matching and convexity arbitrage to the parallel-shifting yieldcurve assumption

History

Download catalog record: RDF / JSON
February 6, 2010 Edited by WorkBot add more information to works
December 10, 2009 Created by WorkBot add works page