Using of bonds duration for securing against risk of interest rate change
INPROFORUM (conference)
View Archive Info| Field | Value | |
| Authentication Code |
dc |
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| Title Statement |
Using of bonds duration for securing against risk of interest rate change |
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| Added Entry - Uncontrolled Name |
Radim Gottwald; Mendel University in Brno |
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| Uncontrolled Index Term |
duration, bond, interest rate |
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| Summary, etc. |
The paper focuses on duration. Duration is one of the indicators relating to bond trading. It indicates sensitivity of bond price to interest rate change. There are two types of duration described in the paper. Investor can use duration in case of securing against risk of interest rate change. Securing method is described in two case situations. |
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| Publication, Distribution, Etc. |
INPROFORUM 2013-09-02 14:42:11 |
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| Index Term - Genre/Form |
Peer-reviewed Paper |
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| Electronic Location and Access |
application/pdf http://ocs.ef.jcu.cz/index.php/inproforum/INP2009/paper/view/198 |
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| Data Source Entry |
INPROFORUM; INPROFORUM 2009 |
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| Language Note |
cs |
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| Terms Governing Use and Reproduction Note |
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