Question
Duration is relatively effective in estimating price changes relative to rate changes. How can this estimation be enhanced? Gather more data on bond pricing Use
Duration is relatively effective in estimating price changes relative to rate changes. How can this estimation be enhanced?
| Gather more data on bond pricing | ||
| Use a convexity adjustment in additon to Duration | ||
| Use the Macaulay Duration metric instead of Modified Duration |
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Cases In Healthcare Finance
Authors: Louis C. Gapenski, George H. Pink
4th Edition
1567933424, 978-1567933420
