Bonds

Peter Brusov, Tatiana Filatova and Natali Orekhova
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Peter Brusov: Financial University Moscow
Tatiana Filatova: Financial University Moscow
Natali Orekhova: Financial University Moscow

Chapter 5 in Financial Mathematics, 2024, pp 199-227 from Springer

Abstract: Abstract The Chapter “Bonds” is devoted to investigate bonds. Current yield and yield to maturity of bonds, average term of income receiving, bond duration are studied. Convexity of the bond as well as immunization of a bond portfolio and yield of bond portfolio are described. Average term of bond portfolio income receiving, duration of bond portfolio and convexity of the bond portfolio are considered.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-74668-0_5

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DOI: 10.1007/978-3-031-74668-0_5

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