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Valuation and Management of Bonds

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Uploaded by on Jul 10, 2009

http://demonstrations.wolfram.com/ValuationAndManagementOfBonds/

The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily.

This Demonstration should never be used for trading nor hedging securities: it develops an idea for resolving issues surrounding duration. Shared prices are not the "clean prices" used by bond traders. The model assumes vanilla bonds with a flat term st...

Contributed by: Charles N. Bagley (University of Massachusetts at Amherst)

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