Measuring of bond price sensitivity

In this article is analyzed duration as a measure of interest risk of bonds. We study significant factors which influence on highness of duration and also price chance of bonds. We discuss different ways to calculate duration and also we try to show its importance to management of bonds portfolio.

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Year of publication:	2007
Authors:	Radová, Jarmila
Published in:	Český finanční a účetní časopis. - Vysoká Škola Ekonomická v Praze, ISSN 1802-2200. - Vol. 2007.2007, 3, p. 41-55
Publisher:	Vysoká Škola Ekonomická v Praze
Subject:	Imunizace \| Yield to maturity \| Immunization \| Durace \| Výnosnost do doby splatnosti

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Extent:	text/html
Type of publication:	Article
Classification:	G12 - Asset Pricing ; G24 - Investment Banking; Venture Capital; Brokerage
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194637