CONSTANT MATURITY TREASURY CONVEXITY CORRECTION (Q2939922): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONSTANT MATURITY TREASURY CONVEXITY CORRECTION |
scientific article |
Statements
CONSTANT MATURITY TREASURY CONVEXITY CORRECTION (English)
0 references
23 January 2015
0 references
convexity adjustment
0 references
default risk
0 references
constant maturity
0 references
