Bond Duration and Immunization
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portes grátis
Bond Duration and Immunization
Early Developments and Recent Contributions
Hawawini, Gabriel
Taylor & Francis Ltd
05/2019
314
Mole
Inglês
9781138504363
15 a 20 dias
258
Descrição não disponível.
1. Bond Duration and Immunization: An Introduction and a Bibliographical Index Part I: Bond Duration 2. Some Theoretical Problems Suggested by the Movement of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856 3. On the Mathematics of Macaulay's Duration 4. Value and Capital 5. Bond Price Volatility and the Term to Maturity: A Generalized Specification 6. A 'Duration' Fallacy 7. Duration Forty Years Later 8. Duration and Risk Assessment for Bonds and Common Stocks: A Note Part II: Immunization 9. Review of the Principles of Life-Office Valuations 10. Immunization 11. Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies 12. Immunization, Duration, and the Term Structure of Interest Rates 13. A Practical Approach to Applying Immunization Theory 14. Immunization Under Stochastic Models of the Term Structure
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Coupon Bond;Bond Duration;High Grade Corporate Bonds;Immunization;Duration Strategy;Early Developments;Pure Discount Bond;Recent Contributions;Holding Period Yields;Gabriel A. Hawawini;Macaulay's Duration;Low Coupon Bonds;Frederick R. Macaulay;With-profit Business;John R. Hicks;Observed Term Structure;Michael H. Hopewell;Bond Price Volatility;George G. Kaufman*;Observed Yield Curve;Miles* Livingston;Yield Curve;John** Caks;High Coupon Bonds;Jonathan E. Ingersoll;Black Scholes Option Pricing Formula;Jeffrey Skelton;Default Free Bonds;Roman L.* Weil;Net Premium;John A. Boquist;High Grade Bond;George A. Racette;Bond's Duration;Gary G. Schlarbaum;Bonus Reserve;F. M. Redington;Holding Period;G. E. Wallas;Coupon Rate;Lawrence Fisher;Bond Price;Roman L. Weil;Discount Bond;G. O. Bierwag;Bond Portfolio;George G.* Kaufman;Bond Selling;A. D. Shedden;P. P. Boyle
1. Bond Duration and Immunization: An Introduction and a Bibliographical Index Part I: Bond Duration 2. Some Theoretical Problems Suggested by the Movement of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856 3. On the Mathematics of Macaulay's Duration 4. Value and Capital 5. Bond Price Volatility and the Term to Maturity: A Generalized Specification 6. A 'Duration' Fallacy 7. Duration Forty Years Later 8. Duration and Risk Assessment for Bonds and Common Stocks: A Note Part II: Immunization 9. Review of the Principles of Life-Office Valuations 10. Immunization 11. Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies 12. Immunization, Duration, and the Term Structure of Interest Rates 13. A Practical Approach to Applying Immunization Theory 14. Immunization Under Stochastic Models of the Term Structure
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Coupon Bond;Bond Duration;High Grade Corporate Bonds;Immunization;Duration Strategy;Early Developments;Pure Discount Bond;Recent Contributions;Holding Period Yields;Gabriel A. Hawawini;Macaulay's Duration;Low Coupon Bonds;Frederick R. Macaulay;With-profit Business;John R. Hicks;Observed Term Structure;Michael H. Hopewell;Bond Price Volatility;George G. Kaufman*;Observed Yield Curve;Miles* Livingston;Yield Curve;John** Caks;High Coupon Bonds;Jonathan E. Ingersoll;Black Scholes Option Pricing Formula;Jeffrey Skelton;Default Free Bonds;Roman L.* Weil;Net Premium;John A. Boquist;High Grade Bond;George A. Racette;Bond's Duration;Gary G. Schlarbaum;Bonus Reserve;F. M. Redington;Holding Period;G. E. Wallas;Coupon Rate;Lawrence Fisher;Bond Price;Roman L. Weil;Discount Bond;G. O. Bierwag;Bond Portfolio;George G.* Kaufman;Bond Selling;A. D. Shedden;P. P. Boyle
