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  • Nonparallel Yield Curve Shifts and Convexity
    Nonparallel Yield Curve Shifts and Convexity In this paper, the relationship of convexity to the assumption of parallel shifts is explored, and new convexity measures are developed to reflect ...

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    • Authors: Robert Reitano
    • Date: Oct 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Investments