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Bond Duration: An Application of Calculus

by John C. Hegarty (Bentley College)

This article originally appeared in:
College Mathematics Journal
January, 1996

Subject classification(s): Applied Mathematics | Mathematics for Business
Applicable Course(s): 3.4 Non-mainstream Calc I

Measure of the sensitivity of the bond's price to changes in interest rates

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Capsule Course Topic(s):
One-Variable Calculus | Differentiation: General Applications
Sequences and Series | Special Sequences
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