Duration and Convexity Gaps: Definition and Hedging

Journal

臺大管理論叢

Journal Volume

6

Journal Issue

2

Pages

159-174

Date Issued

1995

Author(s)

DOI

10.6226/NTURM1995.6.2.159

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459077

URL

http://dx.doi.org/10.6226/NTURM1995.6.2.159

Type

journal article