本人正在写关于债券利率敏感性的论文，急需以下一些文章，每篇文章本人愿出价500论坛币。

1. Bierwag, G., G.Kaufman, and C. Latta, 1988, Duration models: A taxonomy. Journal of Portfolio Management

2. Crack, T. and S. Nawalkha, 2001, Common Misunderstandings concerning duration and convexity. Journal of Applied Finance

3. Hawawini, G., 1982, Bond Duration and Immunization: Early Developments and Recent Contributions

4. Macaulay, F., 1938, Some Theoretical Problems Suggested by the Movement of Interest Rates, Bonds, Yields, and Stock Prices in the United States Since 1856

5. A note on the derivation of closed-formulas for duration and convexity statistics on and between coupon dates, Journal of Financial Engineering

6. 其他我未列举的，但属于跟duration/convexity相关的权威性的文章（主要是国外的）。