Bond Duration and Securing Against Risk of Change in Interest Rate
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F11%3A00180840" target="_blank" >RIV/62156489:43110/11:00180840 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Bond Duration and Securing Against Risk of Change in Interest Rate
Original language description
Duration is the subject of this paper. It is important indicator used in bond trading, concretely to measure how sensitive a bond is to changes in interest rates. There are two types of duration described in the paper -- Macaulay duration and modified duration. Less known securing method against risk of interest rate change is described also. The method is immunization strategy. It uses duration like it is presented by two examples. This method can be also applied in portfolio theory.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
—
Result continuities
Project
—
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
PEFnet 2011: European Scientific Conference of Ph.D. Students
ISBN
978-80-7157-743-0
ISSN
—
e-ISSN
—
Number of pages
8
Pages from-to
1-8
Publisher name
Mendel University in Brno
Place of publication
Brno
Event location
Brno
Event date
Dec 1, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—