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Show that the convexity for a zero coupon bond with m payments per year is (m) n(n + -)(1+ m m
Show that the convexity for a zero coupon bond with m payments per year is (m) n(n + -)(1+ m m
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
6th Edition
003025809X, 978-3540014386
