Calculating Duration and Convexity of Bonds Using Excel (CROSBI ID 596966)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Prohaska, Zdenko ; Olgić Draženović, Bojana ; Šarić, Valter
engleski
Calculating Duration and Convexity of Bonds Using Excel
To analyze interest rate risk of coupon bearing bonds and to immunize bond portfolios against this risk excel spreadsheets are developed using only plain vanilla excel, i.e. its basic functions and some additional functions from the Excel Analysis Toolpak Add-In.The reason for not sing complicated macros nor Visual Basic for Application is that especially students at the University level have already all the necessary skills to use Excel efficiently and VBA applications of different MS Excel versions are not always compatible and have to be reprogrammed to run smoothly on newer versions of Excel.
bonds ; duration ; convexity ; excel
Indexed/abstracted in: Web of Science - Core Collection/CPCI, SCOPUS, INSPEC, IEEE Xplore (+ full text)
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Podaci o prilogu
946-949.
2013.
objavljeno
Podaci o matičnoj publikaciji
Proceedings of the 36th International convention on information and communication technology, electronics and microelectronics : MIPRO 2013 ; Proceedings Vol IV ; Computers in education: CE
Čičin-Šain, Marina ; Šunde, Jadranka ; Uroda, Ivan ; Sluganović, Ivanka
Rijeka: Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO
978-953-233-074-8
Podaci o skupu
MIPRO 2013
predavanje
20.05.2013-24.05.2013
Opatija, Hrvatska
Povezanost rada
Ekonomija