Create an Account

Already have account?

Forgot Your Password ?

Home / Questions / Use the Fisher-Weil duration to derive an expression for the duration of a portfolio

Use the Fisher-Weil duration to derive an expression for the duration of a portfolio

Use the Fisher-Weil duration to derive an expression for the duration of a portfolio of bonds.

Why should you use the interest rates from the term-structure instead of rates obtained by calculating each bond's yield to maturity?

t;Ct, DFW -D Σ A 71 (1+, ti+1 Ε. 41 ti=ti

Jan 31 2020 View more View Less

Answer (UnSolved)

question Get Solution

Related Questions