A Quick Approximation for Modified Bond Duration and Convexity
T Arnold, JH Earl, CD Marshall - The Journal of Wealth …, 2015 - jwm.pm-research.com
A bond pricing formula introduced by and is used as the basis for calculating bond duration
and convexity. By calculating a present value annuity using the coupon rate as the discount …
and convexity. By calculating a present value annuity using the coupon rate as the discount …
[PDF][PDF] Policy Implications for Modeling the Next Generation of Target Date Funds
Most notably, section 404 (c) provides a “safe harbor” protection to employers choosing
default investments for participants as long as the funds are invested into one of three Qual …
default investments for participants as long as the funds are invested into one of three Qual …
The ABCs of Modified Bond Duration and WXYZs of Bond Convexity
T Arnold, AC Szakmary - 2024 - scholarship.richmond.edu
By breaking the mathematical derivation of Macaulay Duration, Modified Duration, and Bond
Convexity into smaller easily calculated component parts, a more manageable means of …
Convexity into smaller easily calculated component parts, a more manageable means of …
Initial Public Offering Cycles: A Case Study
J Traylor - 2020 - search.proquest.com
The general problem is the capriciousness of initial public offering cycles that contribute to
businesses curtailing profits and entrepreneurs raising the minimum capital to finance their …
businesses curtailing profits and entrepreneurs raising the minimum capital to finance their …
Исследовательские поля облигационных рынков
ТВ Теплова, ТВ Соколова - 2018 - elibrary.ru
В настоящее время среди развивающихся стран усиливается конкуренция за
привлечение долгового и акционерного капитала на мировом и региональных рынках …
привлечение долгового и акционерного капитала на мировом и региональных рынках …