Effective duration: Difference between revisions
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imported>Doug Williamson (Create the page.) |
imported>Doug Williamson m (Add link with Option page.) |
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* [[Duration]] | * [[Duration]] | ||
* [[Effective convexity]] | * [[Effective convexity]] | ||
* [[Option]] | |||
[[Category: | [[Category:Manage_risks]] | ||
[[Category: | [[Category:Risk_frameworks]] | ||
Latest revision as of 21:13, 25 September 2014
A measure of duration refined to take account of any options in a position or a portfolio.
