(a) What is meant by the empirical duration of a corporate bond? (b) How is the empirical...

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(a) What is meant by the empirical duration of a corporate bond?
(b) How is the empirical duration of a corporate bond estimated?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:43 AM

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(a) What is meant by the empirical duration of a corporate bond? (b) How is the empirical...

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a Duration is the percentage change in a bonds price with a 100basispoint change in yield Empirical duration of a corporate bond refers to calculation ...View the full answer

Bond Markets Analysis and Strategies

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