Exploring duration-based methods of estimating interest rate sensitivity of bonds: With application in the Philippine government bond

• المؤلف الرئيسي: Busto, Nancy Grace F.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2017
• الموضوعات: Bonds > Philippines; Interest rates > Philippines; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_masteral/5462; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/12300/viewcontent/CDTG007544_Partial.pdf
• المؤسسة: De La Salle University

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...