Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Bonds with traditional investment characteristics: immunization theorem or estimating of zero-coupon curve problem
Available online: 23 June 2011 Subject Heading: Stock market JEL Classification:
The interest in dealing with securities has been increasing since the world financial market starts to recover gradually. Regarding to existing economic realities, we may expect that investment strategies will stay if not very conservative, then at least more moderate. Thus we may forecast the stable development of debt market and methods of its analysis. This article is researching two classic problems of financial theory simultaneously and makes conclusions about their unity. Keywords: bonds, traditional, investment, characteristics, theorem, strategy, immunization, problem, curve, zero-coupon, yield, interest, rate, cash, flows, term, maturity, discounting, portfolio, duration |
ISSN 2311-8709 (Online)
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