In the fifth edition of The Handbook of Fixed Income Securities (Irwin Professional Publishing, 1997), page 104
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In the fifth edition of The Handbook of Fixed Income Securities (Irwin Professional Publishing, 1997), page 104 gives the follow- ing formula for the approximate convexity measure: where the variables are defined as in equation (4.24) of this chapter. Compare this formula with the approximate convexity measure given by equation (4.24). Which formula is correct?
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