13. (Continuous compounding o) Under continuous compounding the Macaulay duration be- comes D = P where is

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13. (Continuous compounding o) Under continuous compounding the Macaulay duration be- comes D = P where is the yield and P == e -JACK k=0 Find dP/dx in terms of D and P

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Investment Science

ISBN: 9780195391060

1st International Edition

Authors: David G. Luenberger

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Question Posted: Jul 29, 2024 07:09 AM

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13. (Continuous compounding o) Under continuous compounding the Macaulay duration be- comes D = P where is

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Investment Science

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