Monday, March 10, 2008

Modified Convexity and Effective Convexity

h. differentiate between modified convexity and effective convexity;




From Google books
The Handbook of Fixed Income Securities By Frank J. Fabozzi

http://books.google.co.in/books?id=jup2d1pEyWcC&pg=PA116&lpg=PA116&dq=modified+convexity+and+effective+convexity&source=web&ots=wJORAlm2kL&sig=Bv5apvCK-H50KWpySX0uzIRGnrI&hl=en

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