Duration, Convexity and Time Value

Peter Ove Christensen, B.G. Sørensen

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Portfolio Management
Volume20
Issue number2
Pages (from-to)51-60
Number of pages10
ISSN0095-4918
Publication statusPublished - 1994
Externally publishedYes

Cite this

Christensen, Peter Ove ; Sørensen, B.G. / Duration, Convexity and Time Value. In: Journal of Portfolio Management. 1994 ; Vol. 20, No. 2. pp. 51-60.
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title = "Duration, Convexity and Time Value",
author = "Christensen, {Peter Ove} and B.G. S{\o}rensen",
note = "Reprinted in S. Nawalka and D.R. Chambers (eds.): Handbook of Interest Rate Risk Management, Institutional Investor (1999).",
year = "1994",
language = "English",
volume = "20",
pages = "51--60",
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Christensen, PO & Sørensen, BG 1994, 'Duration, Convexity and Time Value', Journal of Portfolio Management, vol. 20, no. 2, pp. 51-60.

Duration, Convexity and Time Value. / Christensen, Peter Ove; Sørensen, B.G.

In: Journal of Portfolio Management, Vol. 20, No. 2, 1994, p. 51-60.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Duration, Convexity and Time Value

AU - Christensen, Peter Ove

AU - Sørensen, B.G.

N1 - Reprinted in S. Nawalka and D.R. Chambers (eds.): Handbook of Interest Rate Risk Management, Institutional Investor (1999).

PY - 1994

Y1 - 1994

M3 - Journal article

VL - 20

SP - 51

EP - 60

JO - Journal of Portfolio Management

JF - Journal of Portfolio Management

SN - 0095-4918

IS - 2

ER -