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This final project explains immunization strategy model of bond portfolio and simulates it at government bond. Immunization strategy aims to lock-in investment yield in certain period of time. In this final project shown that the strategy could set a bond portfolio to become immune to interest rates...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/11126 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | This final project explains immunization strategy model of bond portfolio and simulates it at government bond. Immunization strategy aims to lock-in investment yield in certain period of time. In this final project shown that the strategy could set a bond portfolio to become immune to interest rates changes by adjusting portfolio duration equal to the investment horizon. This immunization strategy using indexing method where this method works best to protects the portfolio to attain the required return in the midst of interest rate fluctuation. Investors could employ this immunization strategy as hedging alternative for his/her investment. <br />
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