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...
Guardado en:
Autor principal: | Natalia V. Popova |
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Formato: | article |
Lenguaje: | RU |
Publicado: |
Plekhanov Russian University of Economics
2017
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Materias: | |
Acceso en línea: | https://doaj.org/article/e07fd72770fd4ea0a2191cc125da724e |
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