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Journal Articles International Journal of Economics and Finance Year : 2012

Enhancement of the Bond Duration-Convexity Approximation

Souad Lajili Jarjir
Yves Rakotondratsimba
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hal-01133573 , version 1 (19-03-2015)

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  • HAL Id : hal-01133573 , version 1

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Souad Lajili Jarjir, Yves Rakotondratsimba. Enhancement of the Bond Duration-Convexity Approximation. International Journal of Economics and Finance, 2012, http://onlinelibrary.wiley.com/journal/10.1002/%28ISSN%291099-1158. ⟨hal-01133573⟩
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