Primary Article
Duration equivalent bond swaps
A new tool
Marcelle Arak, Laurie S. Goodman and Joseph Snailer
The Journal of Portfolio Management Summer 1986, 12 (4) 26-32; DOI: https://doi.org/10.3905/jpm.1986.409067
Marcelle Arak
Vice President and head of the Capital Markets Analysis Unit at Citicorp Investment Bank in New York (NY 10043).
Laurie S. Goodman
A Vice President.
Joseph Snailer
A Manager at Citicorp Investment Bank.
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Duration equivalent bond swaps
Marcelle Arak, Laurie S. Goodman, Joseph Snailer
The Journal of Portfolio Management Jul 1986, 12 (4) 26-32; DOI: 10.3905/jpm.1986.409067
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