Abstract
This is a non-technical introduction to the concepts of duration, convexity and their use in immunization of bond portfolios.
Additional Information
| Product Type | Technical Note |
|---|---|
| Reference No. | F&A0426TEC |
| Title | Duration and Immunization |
| Pages | 2 |
| Published on | Feb 8, 1996 |
| Authors | Sinha, Sidharth; |
| Area | Finance and Accounting (F&A) |
| Discipline | Finance |
| Sector | Public Sector |
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