MATHEMATIC METHODS IN STUDYING INTEREST RISK OF LONG-TERM BONDS

The article investigates the influence of one parameter of bond, i. e. due date on its interest risk. This problem for long-term bonds has not been fully studied in theory. Two ways of solving the problem of affecting the bond interest risk by the due date were compared. To do this the results were...

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Bibliografiske detaljer
Hovedforfatter: Natalia V. Popova
Format: Article
Sprog:russisk
Udgivet: Plekhanov Russian University of Economics 2017-09-01
Serier:Вестник Российского экономического университета имени Г. В. Плеханова
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Online adgang:https://vest.rea.ru/jour/article/view/125
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