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Title:The many uses of bond duration / BEBR No. 597
Author(s):Reilly, Frank K.; Sidhu, Rupinder S. joint author
Contributor(s):University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Subject(s):Bonds.
Investment analysis.
Issue Date:Aug 14 197
Publisher:[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Series/Report:Faculty working papers ; no. 597
Type:Text
Language:English
Description:Includes bibliographical references (p. 48-51).
"The concept of bond duration was derived in 1938 and 'rediscovered' in the early 1970's by several academicians. Since its rediscovery a number of very important uses have been developed. This paper presents the concept and its computation and discusses the several uses in bond analysis, bond portfolio management and common stock analysis."
URI:http://hdl.handle.net/2142/26712
Rights Information:In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
Copyright Aug 14 1979 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:manyusesofbonddu597reil
http://www.archive.org/details/manyusesofbonddu597reil
Identifier in Online Catalog:345923
OCLC Identifier:(OCoLC)ocm05435621


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