Bond Portfolio Management, Swap Strategy, Duration, and Convexity (Q5139518)
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scientific article; zbMATH DE number 7283300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bond Portfolio Management, Swap Strategy, Duration, and Convexity |
scientific article; zbMATH DE number 7283300 |
Statements
Bond Portfolio Management, Swap Strategy, Duration, and Convexity (English)
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9 December 2020
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bond strategies
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swapping
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substitution swap
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intermarket-spread swap
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interest-rate anticipation swap
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pure-yield-pickup swap
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duration
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maturity
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