個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
Note on Duration and Convexity
內容大綱
This case explores two measures of price sensitivity: duration and convexity. These measures are normally used to gauge how sensitive a bond's price is to a change in interest-rate levels. However, as concepts, both duration and convexity have wider application: duration and convexity take into account any change for any risk factor affecting the price of any financial instrument.