15. (Convexity value) Find the convexity of a zero-coupon bond maturing at time I under continuous compounding

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15. (Convexity value) Find the convexity of a zero-coupon bond maturing at time I under continuous compounding (that is, when m 00)

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Investment Science

ISBN: 9780195391060

1st International Edition

Authors: David G. Luenberger

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