REFERENCES

G. W. Buetow, F. J. Fabozzi, and Hanke, B. (2003). A note on commonly used interest rate risk measures. Journal of Fixed Income, September: 46–54.

F. J. Fabozzi (1999). Duration, Convexity, and Other BondRisk Measures. Hoboken, NJ: John Wiley & Sons.

F. J. Fabozzi, and H. G. Fong (1994). Advanced Fixed Income Portfolio Management: State of the Art. Chicago: Probus Publishing.

F. J. Fabozzi, and S. V. Mann (2001). Introduction to Fixed Income Analytics. Hoboken, NJ: John Wiley & Sons.

F. J. Fabozzi, and D. Yuen (1998). Managing MBS Portfolios. Hoboken, NJ: John Wiley & Sons.

H. G. Fong, and F. J. Fabozzi (1985). Fixed Income Portfolio Management, Homewood, IL: Dow Jones-Irwin.

F. Macaulay (1938). Some Theoretical Problems Suggested by the Movement of Interest Rates, Bond Yields, and Stock Prices in the U.S. Since 1856. New York: National Bureau of Economic Research.

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