Naslov
Calculating Duration and Convexity of Bonds Using Excel

Autori
Prohaska, Zdenko ; Olgić Draženović, Bojana ; Šarić, Valter

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
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, 2013, 946-949

ISBN
978-953-233-074-8

Skup
MIPRO 2013 - 36th International convention on information and communication technology, electronics and microelectronics

Mjesto i datum
Opatija, Hrvatska, 20.05.2013. - 24.05.2013

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
bonds ; duration ; convexity ; excel

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

Napomena
Indexed/abstracted in: Web of Science - Core Collection/CPCI, SCOPUS, INSPEC, IEEE Xplore (+ full text)

POVEZANOST RADA