Question
Duration and Convexity Calculators Go to www.investinginbonds.com/story.asp?id 5 207. Choose the link for the generalpurpose bond calculator. The calculator provides yield to maturity, modified duration,
Duration and Convexity Calculators Go to www.investinginbonds.com/story.asp?id 5 207. Choose the link for the generalpurpose bond calculator. The calculator provides yield to maturity, modified duration, and bond convexity as the bonds price changes. Experiment by trying different inputs. What happens to duration and convexity as coupon increases? As maturity increases? As price increases (holding coupon fixed)?
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the E-Investments exercise on page 546
Book: Investments
Edition: 9th
Author(s): Bodie, Zvi; Kane, Alex; Marcus, Alan
ISBN13: 9780073530703
ISBN10: 0073530700
Format: Hardcover
Pub. Date: 9/17/2010
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