On the computation of a formula for the duration of a bond that yields precise results
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- Chambers, Donald R. & Carleton, Willard T. & McEnally, Richard W., 1988. "Immunizing Default-Free Bond Portfolios with a Duration Vector," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(01), pages 89-104, March.
- Michael J. Osborne, 2000. "Visualising financial concepts in the complex plane," Computers in Higher Education Economics Review, Economics Network, University of Bristol, vol. 14(1), pages 4-8.
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