Interest Rate Risk of Zero-Coupon Bond Prices on Bombay Stock Exchange (BSE) –Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk
Year of publication: |
2019
|
---|---|
Authors: | Asgari Alouj, Hosein |
Other Persons: | Nia, Nahid Maleki (contributor) ; Amiri, Seyed Masoud Sajjadian (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Zinsrisiko | Interest rate risk | Portfolio-Management | Portfolio selection | Anleihe | Bond | Börse | Bourse | CAPM | Dauer | Duration | Zero-Bond | Zero-coupon bond | Theorie | Theory | Hedging | Zinsstruktur | Yield curve |
Description of contents: |
Duration and convexity ar ...
|
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Australian Journal of Basic and Applied Sciences, 6(10): 166-179, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2012 erstellt |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Maleki Nia, Nahid, (2019)
-
Asgari Alouj, Hosein, (2019)
-
Interest and credit risk management in German banks : evidence from a quantitative survey
Dräger, Vanessa, (2020)
- More ...
-
An Analytical Review of the Effect of Working Capital Development on Financial Performance Measures
Nia, Nahid Maleki, (2019)
-
Nia, Nahid Maleki, (2019)
-
Nia, Nahid Maleki, (2020)
- More ...