Exploring duration-based methods of estimating interest rate sensitivity of bonds: With application in the Philippine government bond
Duration is widely used by financial analysts as a measure of sensitivity of bonds to changes in interest rate. It is commonly used by fund managers to substitute interest rate risk of their assets and liabilities. A number of fixed income sensitivity indicators, including the price value of a basis...
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| 格式: | text |
| 語言: | English |
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Animo Repository
2017
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| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_masteral/5462 https://animorepository.dlsu.edu.ph/context/etd_masteral/article/12300/viewcontent/CDTG007544_Partial.pdf |
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| 機構: | De La Salle University |
| 語言: | English |