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Duration and Convexity to Approximate Change in Present Value Duration and Convexity to Approximate Change in Present Value

Duration and Convexity to Approximate Change in Present Value - PowerPoint Presentation

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Duration and Convexity to Approximate Change in Present Value - PPT Presentation

1Using Robert AlpsOctober 28 2016Contents1Introduction22Cash Flow Series and Present Value33Macaulay and Modified Duration44FirstOrder Approximations of Present Value55Modified and Macaulay Convexity ID: 884843

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Duration and Convexity to Approximate Change in Present Value - pdf download. 1Using Robert AlpsOctober 28 2016Contents1Introduction22Cash Flow Series and Present Value33Macaulay and Modified Duration44FirstOrder Approximations of Present Value55Modified and Macaulay Convexity ID: 884843.. https://www.docslides.com/slides/duration-and-convexity-to-approximate-change-in-present-value.html