-
Anglický jazyk
Yield curve shifts and the selection of immunization strategies
Autor: Caroline Zündel
Banks failed to fulfil the function to provide the economy with maturity transformations. In this book you will find methods to describe, reduce and avoid losses based on changes in the slope of the yield curve. The first part shows the different shifts... Viac o knihe
Na objednávku
20.34 €
bežná cena: 22.60 €
O knihe
Banks failed to fulfil the function to provide the economy with maturity transformations. In this book you will find methods to describe, reduce and avoid losses based on changes in the slope of the yield curve. The first part shows the different shifts of the yield curve and their effects on the bank portfolio. The second part considers the question of the importance of Duration and Convexity in the selection process. Finally, an empirical study on a simulated portfolio similar to the bank book shows the effects and results of changes in the yield curve.
- Vydavateľstvo: AV Akademikerverlag
- Rok vydania: 2016
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9783639880472
