Duration, Convexity, and Time Value

Peter Ove Christensen, Bjarne Graabech Sørensen

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationThe Handbook of Interest Rate Risk Management
EditorsS. Nawalkha, D.R. Chambers
Place of PublicationNew York
PublisherInstitutional Investor
Publication date1999
Pages?
Publication statusPublished - 1999

Cite this

Christensen, P. O., & Sørensen, B. G. (1999). Duration, Convexity, and Time Value. In S. Nawalkha, & D. R. Chambers (Eds.), The Handbook of Interest Rate Risk Management (pp. ?). New York: Institutional Investor.
Christensen, Peter Ove ; Sørensen, Bjarne Graabech. / Duration, Convexity, and Time Value. The Handbook of Interest Rate Risk Management. editor / S. Nawalkha ; D.R. Chambers. New York : Institutional Investor, 1999. pp. ?
@inbook{68b508802ac911dc9480000ea68e967b,
title = "Duration, Convexity, and Time Value",
author = "Christensen, {Peter Ove} and S{\o}rensen, {Bjarne Graabech}",
year = "1999",
language = "English",
pages = "?",
editor = "S. Nawalkha and D.R. Chambers",
booktitle = "The Handbook of Interest Rate Risk Management",
publisher = "Institutional Investor",

}

Christensen, PO & Sørensen, BG 1999, Duration, Convexity, and Time Value. in S Nawalkha & DR Chambers (eds), The Handbook of Interest Rate Risk Management. Institutional Investor, New York, pp. ?.

Duration, Convexity, and Time Value. / Christensen, Peter Ove; Sørensen, Bjarne Graabech.

The Handbook of Interest Rate Risk Management. ed. / S. Nawalkha; D.R. Chambers. New York : Institutional Investor, 1999. p. ?.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

TY - CHAP

T1 - Duration, Convexity, and Time Value

AU - Christensen, Peter Ove

AU - Sørensen, Bjarne Graabech

PY - 1999

Y1 - 1999

M3 - Book chapter

SP - ?

BT - The Handbook of Interest Rate Risk Management

A2 - Nawalkha, S.

A2 - Chambers, D.R.

PB - Institutional Investor

CY - New York

ER -

Christensen PO, Sørensen BG. Duration, Convexity, and Time Value. In Nawalkha S, Chambers DR, editors, The Handbook of Interest Rate Risk Management. New York: Institutional Investor. 1999. p. ?