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Bridge over ocean
1 July 1992 Financial Analysts Journal Volume 48, Issue 4

Using Duration and Convexity in the Analysis of Callable Convertible Bonds

  1. Bill Attinger
  2. Robert Brooks, CFA

Dunetz and Mahoney derived measures of duration and convexity for callable bonds. This note extends their analysis to derive duration and convexity measures for callable convertible bonds.

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Publisher Information
Association for Investment Management and Research doi.org/10.2469/faj.v48.n4.74 ISSN/ISBN: 0015-198X