The many uses of bond duration
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Author
Contributions
- Sidhu, Rupinder S. joint author - Contributor
- University of Illinois at Urbana-Champaign. College of Commerce and Business Administration - Contributor
Publication
1979 - College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, Urbana, Ill., Illinois
Language
English
Word Count
12,750 words, Guess
Page Count
51 pages
Identifiers
- Internet Archivemanyusesofbonddu597reil
- OCLC Control Number5435621
- Open LibraryOL24773556M
Alternate Titles
- Bond duration.
Description
"The concept of bond duration was derived in 1938 and 'rediscovered' in the early 1970's by several academicians. Since its rediscovery a number of very important uses have been developed. This paper presents the concept and its computation and discusses the several uses in bond analysis, bond portfolio management and common stock analysis."
Subjects
Topics
Series Statement
- Faculty working papers -- no. 597
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