Tentamen (uitwerkingen)
CFA Level 1 Formulas
- Vak
- Instelling
Price change based on convexity CORRECT ANSWER -duration(change in yield)+1/2(convexity)(change in yield)^2 Effective Duration CORRECT ANSWER Required if a bond has embedded options: [(v-)-(v+)]/[2V0(change in curve)] Modified Duration CORRECT ANSWER [(v-)-(v+)]/[2V0(change in yield)] Futu...
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