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There is a bond selling with a modified duration of 13.6 years and convexity of 225. What would a 2% decrease in yield change the
There is a bond selling with a modified duration of 13.6 years and convexity of 225. What would a 2% decrease in yield change the percentage price change according to the duration-with-convexity rule?
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Recent Advances In Computational Finance
Authors: Nikolaos S. Thomaidis, Jr. Dash, Gordon H.
1st Edition
1626181233, 978-1626181236
