Duration, Convexity and Time Value

Peter Ove Christensen, B.G. Sørensen

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Journal of Portfolio Management
Volume	20
Issue number	2
Pages (from-to)	51-60
Number of pages	10
ISSN	0095-4918
Publication status	Published - 1994
Externally published	Yes

Handle.net

@article{9e7dab6abc8e4690a1677d2e8cd294e3,

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",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "2",

}

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

SN - 0095-4918

VL - 20

SP - 51

EP - 60

JO - Journal of Portfolio Management

JF - Journal of Portfolio Management

IS - 2

ER -