Pregled bibliografske jedinice broj: 101716
Some improvements in calculation and use of bond duration
Some improvements in calculation and use of bond duration // Proceedings of the 8th international Conference on Operational Research / Hunjak, Tihomir ; Scitovski, Rudolf (ur.).
Osijek: Mathematical Communications, 2001. str. 23-29 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
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Naslov
Some improvements in calculation and use of bond duration
Autori
Aljinović, Zdravka ; Babić, Zoran
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of the 8th international Conference on Operational Research
/ Hunjak, Tihomir ; Scitovski, Rudolf - Osijek : Mathematical Communications, 2001, 23-29
Skup
Conference on Operational Research KOI
Mjesto i datum
Rovinj, Hrvatska, 10.2000
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
bond duration; immunisation
Sažetak
This paper develops the basic well-known Macaulay duration concept. It plays a very important role in bond portfolio immunisation. Immunisation strategies, which are closely related to the concept of duration given in this paper, are also analised. The main issues in the paper are illustrated by numerical example.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
