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

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

Series Statement

  • Faculty working papers -- no. 597

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