Interest rates sensitivity arbitrage - theory and practical assesment for financial market trading
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F21%3A00056237" target="_blank" >RIV/61384399:31110/21:00056237 - isvavai.cz</a>
Result on the web
<a href="https://journals.vgtu.lt/index.php/BME/article/view/12658/10350" target="_blank" >https://journals.vgtu.lt/index.php/BME/article/view/12658/10350</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3846/bmee.2021.12658" target="_blank" >10.3846/bmee.2021.12658</a>
Alternative languages
Result language
angličtina
Original language name
Interest rates sensitivity arbitrage - theory and practical assesment for financial market trading
Original language description
Main topics of the document: convexity arbitrage; interest rate sensitivity; Macaulay duration; convexity; bond portfolio
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA18-05244S" target="_blank" >GA18-05244S: Innovative Approaches to Credit Risk Management</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Business, Management and Economics Engineering
ISSN
2669-2481
e-ISSN
2669-249X
Volume of the periodical
19
Issue of the periodical within the volume
1
Country of publishing house
LT - LITHUANIA
Number of pages
12
Pages from-to
12-23
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-85111415717