Show that for a zero-coupon bond, convexity is the squared time to maturity.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 17, 2018 04:25 AM

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Show that for a zero-coupon bond, convexity is the squared time to maturity.

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In case of the zerocou...View the full answer

A First Course in Quantitative Finance

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