Effective convexity and Eurocommercial paper: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
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A measure of convexity refined to take account of any options in a position or in a portfolio.  
Commercial paper issued in the euromarkets.
 




== See also ==
== See also ==
* [[Convexity]]
* [[Commercial paper]]
* [[Effective duration]]
* [[Euromarket]]
* [[Option]]
 
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]

Revision as of 10:30, 7 February 2015

Commercial paper issued in the euromarkets.


See also