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  • Search: subject:"Modified Duration"
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Year of publication
Subject
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Theorie 3 Theory 3 Yield curve 3 Zinsstruktur 3 Anleihe 2 Bond 2 Modified duration 2 Portfolio selection 2 Portfolio-Management 2 Banking Risk 1 Bond ladder 1 Bond market 1 CCIL 1 Capital Charge 1 Capital income 1 Conventional bond 1 Corporate bond 1 DURATION 1 Dauer 1 Discounting 1 Diskontierung 1 Downside scenario 1 Duration 1 Duration Gap Analysis 1 ECONOMIC COST OF CAPITAL 1 EFFECTIVE DURATION 1 Expected net present value (EPV) 1 Fixed Income 1 Fixed-income instrument 1 G-Sec 1 GAP-ANALYSIS 1 GAP-DURATION 1 Horizontal Disallowance 1 INTEREST RISK 1 Interest Rate Risk Management 1 Interest rate 1 Interest rate risk 1 Kapitaleinkommen 1 MACAULAY DURATION 1 MODIFIED DURATION 1
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Online availability
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Free 4 Undetermined 2
Type of publication
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Article 4 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 3
Author
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Das, Rituparna 1 Khachatryan, Gor 1 Swamy, Vighneswara 1 Tibiletti, Luisa 1 Wosnitza, Jan Henrik 1 СОКОЛОВ Б. И. 1 СОКОЛОВА Я. Ю. 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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MPRA Paper 2 European research studies 1 Financial markets and portfolio management 1 The journal of risk finance : JRF 1 Проблемы современной экономики 1
Source
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ECONIS (ZBW) 3 RePEc 3
Showing 1 - 6 of 6
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A better alternative to conventional bond in the context of risk management
Khachatryan, Gor - In: European research studies 22 (2019) 1, pp. 209-220
Persistent link: https://www.econbiz.de/10012285915
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One-size risk-adjusted discount rate does not fit all risky projects
Tibiletti, Luisa - In: The journal of risk finance : JRF 23 (2022) 3, pp. 289-302
Persistent link: https://www.econbiz.de/10013370548
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Management of Interest Rate Risk in Indian Banking
Swamy, Vighneswara - Volkswirtschaftliche Fakultät, … - 2013
various time bands and computing the Modified Duration Gap (MDG). One of the important things to note is that the RSA and RSL …
Persistent link: https://www.econbiz.de/10011109566
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ДЮРАЦИЯ КАК МЕРА ЧУВСТВИТЕЛЬНОСТИ СТОИМОСТИ ФИНАНСОВОГО ИНСТРУМЕНТА К ИЗМЕНЕНИЮ ПРОЦЕНТНОЙ СТАВКИ
СОКОЛОВ Б. И.; СОКОЛОВА Я. Ю. - In: Проблемы современной экономики (2013) 3, pp. 249-253
В статье дан анализ дюрации как меры чувствительности стоимости финансового инструмента к изменению процентной ставки. Сделан вывод о том, что с ростом дюрации...
Persistent link: https://www.econbiz.de/10011247758
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The optimal trade-off between interest rate risk and annual return of bond ladders
Wosnitza, Jan Henrik - In: Financial markets and portfolio management 31 (2017) 4, pp. 469-489
Persistent link: https://www.econbiz.de/10011944627
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Computing Skills in the Market Risk Management in the G-Sec Portfolio by the Banks in India
Das, Rituparna - Volkswirtschaftliche Fakultät, … - 2009
Market Risk Management Process in India is in an evolving process since the Banks in India are still in an early stage of development in the sense that they are lacking statistical database, equipped MIS and adequate supply of trained personnel. Many a good number of banks are suffering from...
Persistent link: https://www.econbiz.de/10005619936
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