Question: CalcBond Question Use Calculus: Solve for the second order sensitivity of a bond Hint:You need to start from the second order Taylor approximation to get

CalcBond Question

Use Calculus:

Solve for the second order sensitivity of a bond

Hint:You need to start from the second order Taylor approximation to get delta B and compute first and second order derivative for B and substitute in using Duration and Convexity.

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