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Nonparallel Yield Curve Shifts and Convexity
Convexity In this paper, the relationship of convexity to the assumption of parallel shifts is explored ... These new measures can differ dramatically from the traditional values, providing insight into ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments