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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 |