price-sensitivity

  1. Nicole Seaman

    P1.T4.909. Effective duration and convexity (Tuckman Ch.4)

    Learning objectives: Define, compute, and interpret the effective duration of a fixed income security given a change in yield and the resulting change in price. Compare and contrast DV01 and effective duration as measures of price sensitivity. Define, compute, and interpret the convexity of a...
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