Nikkie Pacheco

Georgetown University

Washington, DC 20057

United States

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Scholarly Papers (1)

1.

First Duration, Then Convexity, Then What? Tilt?

Number of pages: 20 Posted: 06 Nov 2020
James Angel, Jiadi Chen and Nikkie Pacheco
Georgetown University - McDonough School of Business, Georgetown University - Department of Economics, Students and Georgetown University
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Abstract:

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Duration, Convexity, Tilt, Bond Prices, Embedded Options, Mortgage-Backed Securities