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If you have a bond with face value $100 coupon rate 9% and YTM 6% semiannual and 20 years to maturity . If YTM changes
- If you have a bond with face value $100 coupon rate 9% and YTM 6% semiannual and 20 years to maturity . If YTM changes by 20 bp calculate the approximated convexity.
calculate the approximated convexity
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Financial Reporting And Statement Analysis A Strategic Perspective
Authors: Clyde P. Stickney, Paul Brown
4th Edition
0030238110, 978-0030238116
