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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 |
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id-itb.:111262017-09-27T11:43:07Z#TITLE_ALTERNATIVE# ADHI PRADANA (NIM 10104046), PATRIA Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/11126 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 /> text |
| institution |
Institut Teknologi Bandung |
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Institut Teknologi Bandung Library |
| continent |
Asia |
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Indonesia Indonesia |
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Institut Teknologi Bandung |
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Digital ITB |
| language |
Indonesia |
| description |
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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| format |
Final Project |
| author |
ADHI PRADANA (NIM 10104046), PATRIA |
| spellingShingle |
ADHI PRADANA (NIM 10104046), PATRIA #TITLE_ALTERNATIVE# |
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ADHI PRADANA (NIM 10104046), PATRIA |
| author_sort |
ADHI PRADANA (NIM 10104046), PATRIA |
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#TITLE_ALTERNATIVE# |
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| url |
https://digilib.itb.ac.id/gdl/view/11126 |
| _version_ |
1820666059085053952 |