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Duration and Pricing of TIPS GADY JACOBY AND ILONA SHILLER G A D Y JACOBY is Stuart Clark Professor in FinLincial Management at the I.H.Asper School of Business al the University…

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1. Lecture Presentation Software to accompany Investment Analysis andPortfolio Management Eighth Edition byFrank K. Reilly & Keith C. Brown Chapter 19 2. Chapter 19 -…

Documents BOND VALUATION AND RISK 1. ■ Bonds are debt obligations with long-term maturities that are...

Slide 1 BOND VALUATION AND RISK 1 Slide 2 ■ Bonds are debt obligations with long-term maturities that are commonly issued by governments or corporations to obtain long-term…

Documents 0 Portfolio Management 3-228-07 Albert Lee Chun Duration, Convexity and Bond Portfolio Management...

Slide 1 0 Portfolio Management 3-228-07 Albert Lee Chun Duration, Convexity and Bond Portfolio Management Strategies Lecture 10 27 Nov 2008 Slide 2 Albert Lee Chun Portfolio…