Measuring of bond price sensitivity

Měření citlivosti ceny dluhopisů

Jarmila Radová

Český finanční a účetní časopis, 2007, vol. 2007, issue 3, 41-55

Abstract: In this article is analyzed duration as a measure of interest risk of bonds. We study significant factors which influence on highness of duration and also price chance of bonds. We discuss different ways to calculate duration and also we try to show its importance to management of bonds portfolio.

Keywords: Duration; Yield to maturity; Immunization; Durace; Výnosnost do doby splatnosti; Imunizace (search for similar items in EconPapers)
JEL-codes: G12 G24 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.18267/j.cfuc.232

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