Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Brendan Prettejohn"'
Autor:
Brendan Prettejohn, Gary van Vuuren
Publikováno v:
Investment Analysts Journal. 45:177-193
The effect of different-shaped yield curves on the effectiveness of bond immunisation was investigated. Bonds were priced using historical yield curves of various shapes and simulated interest rate shocks applied. The resulting end-values of these bo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf853fdb58c492733649e09cf48f45c8
https://doi.org/10.1080/10293523.2016.1165901
https://doi.org/10.1080/10293523.2016.1165901
