Tuesday, September 26, 2017 | ثبت نام | ورود | کاربر مهمان  | فارسی   English
Two seminars are being designed by Dr. Mohammad Tabibian and the two authors of this site.
Slide Title : Duration and Convexity
Slide Summary : In this presentation, the features of the fixed income securities by which the interest rate risk is affected are determined. Then duration is introduced as the measure of the fixed income securities sensitivity in relation with interest rate. Finally duration and convexity are presented as complementary measures. Because of the interrelation, the presentation is also available in investment management section.
Date : June, 2011
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