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.
Read the Complete Article in Financial Analysts Journal Financial Analysts Journal CFA Institute Member Content
Publisher Information
Association for Investment Management and Research doi.org/10.2469/faj.v48.n4.74 ISSN/ISBN: 0015-198X

We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.