Note on Duration and Convexity Harvard Case Solution & Analysis

Note on Duration and Convexity Case Solution

This case focuses on two important measuring tools of price sensitivity: they are duration and convexity. These tools are typically used to estimate how sensitive a bond's price is to a change in interest rate levels.

Nevertheless, as convexity, both duration and theories have broader program: duration and convexity take into account any change for any risk factor influencing the price of any financial instrument.

PUBLICATION DATE: August 27, 2004 PRODUCT #: 205025-HCB-ENG

This is just an excerpt. This case is about FINANCE & ACCOUNTING

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