When interest rates go up duration based calculation shows
When interest rates go up, duration based calculation shows that the value of the bond will go down and vice-versa. Why is the convexity adjustment always a positive amount regardless of the direction of the interest rate change?
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when interest rates go up duration based calculation shows that the value of the bond will go down and vice-versa why
when a bond goes on special the repo rate for borrowing against that bond goes below the general collateral rate gcr
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you are purchasing a 20 year zero coupon bond with a face value of 1000 the yield to maturity is 72 based on annual
the statistical abstract of the united states was published for many years by the us census bureau the abstract
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