A simplified approach to measuring bond duration
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References listed on IDEAS
- Benesh, Gary A & Colec, Stephen E, 1984. "A Simplified Approach for Calculating Bond Duration," The Financial Review, Eastern Finance Association, vol. 19(4), pages 394-396, November.
- Frederick R. Macaulay, 1938. "Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856," NBER Books, National Bureau of Economic Research, Inc, number maca38-1, June.
- Moser, James T & Lindley, James T, 1989. "A Simple Formula for Duration: An Extension," The Financial Review, Eastern Finance Association, vol. 24(4), pages 611-615, November.
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