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

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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書目詳細資料
主要作者:	Busto, Nancy Grace F.
格式:	text
語言:	English
出版:	Animo Repository 2017
主題:	Bonds > Philippines Interest rates > Philippines Finance and Financial Management
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	De La Salle University
語言:	English

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