explain how changes in credit spread and liquidity aff ect yield-to-maturity of a bond and how duration

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explain how changes in credit spread and liquidity aff ect yield-to-maturity of a bond and how duration and convexity can be used to estimate the price eff ect of the changes.

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Fixed Income Analysis

ISBN: 9788126563128

3rd Edition

Authors: Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie, Bob Kopprasch

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Question Posted: Oct 23, 2024 08:04 AM

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explain how changes in credit spread and liquidity aff ect yield-to-maturity of a bond and how duration and convexity can be used to estimate the price eff ect of the changes.
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explain how changes in credit spread and liquidity aff ect yield-to-maturity of a bond and how duration

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Fixed Income Analysis

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