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 …

[PDF][PDF] Policy Implications for Modeling the Next Generation of Target Date Funds

JM Clark, M Hood - Journal of Investing, 2009 - researchgate.net
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 …

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 …

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 …

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 …