how do i do a second order approximation to find the value of a cash flow if i am given the duration and convexity?
Never mind, I figured this out!
Last edited by andyaddition; April 20th 2011 at 10:34 PM.
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Please demonstrate the calculation of duration and convexity. There are various definitions of "duration". Which are you using?
Last edited by andyaddition; April 20th 2011 at 09:25 PM.
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