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How would you use convexity as a risk-management tool in managing a bond portfolio? How does bond duration and bond convexity complement each other in
How would you use convexity as a risk-management tool in managing a bond portfolio? How does bond duration and bond convexity complement each other in measuring a bond portfolio's interest rate risk?
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Foundations of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen
14th edition
007745443X, 978-0073530727, 73530727, 978-0077454432
