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  • 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.
  • 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. (en)
Title
  • Bond Duration and Securing Against Risk of Change in Interest Rate
  • Bond Duration and Securing Against Risk of Change in Interest Rate (en)
skos:prefLabel
  • Bond Duration and Securing Against Risk of Change in Interest Rate
  • Bond Duration and Securing Against Risk of Change in Interest Rate (en)
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  • RIV/62156489:43110/11:00180840!RIV12-MSM-43110___
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  • Z(MSM6215648904)
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  • 188600
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  • RIV/62156489:43110/11:00180840
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  • bond; duration; interest rate change (en)
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  • [2E6C4258B3BB]
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  • Brno
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  • Brno
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  • PEFnet 2011: European Scientific Conference of Ph.D. Students
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  • Gottwald, Radim
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number of pages
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  • Mendel University in Brno
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  • 978-80-7157-743-0
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  • 43110
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