債券定價和風險管理概述(PPT 111頁)
債券定價和風險管理概述(PPT 111頁)內容簡介
1. Bond analysis
1.1 Capitalization of Income Method of Value
1.2 Bond attributes
預測違約的財務比(financial ratio)
單變量方法
多變量方法
1.3. Yield spread 的確定
1.4. 債券定價
2. Fixed-income portfolio management
2.1 利率風險
例子
2.2 Duration
例子:息率8%的債券
Duration
Duration Calculation: Example using Table 16.3
Duration 和股票價格變化之間的關係
What determines duration?
2.3 Convexity
Duration and Convexity
Correction for Convexity
Why do investors like convexity?
2.4 Passive bond management
Passive methods
Immunization
2.5 Active bond management
..............................
1.1 Capitalization of Income Method of Value
1.2 Bond attributes
預測違約的財務比(financial ratio)
單變量方法
多變量方法
1.3. Yield spread 的確定
1.4. 債券定價
2. Fixed-income portfolio management
2.1 利率風險
例子
2.2 Duration
例子:息率8%的債券
Duration
Duration Calculation: Example using Table 16.3
Duration 和股票價格變化之間的關係
What determines duration?
2.3 Convexity
Duration and Convexity
Correction for Convexity
Why do investors like convexity?
2.4 Passive bond management
Passive methods
Immunization
2.5 Active bond management
..............................
用戶登陸
風險管理熱門資料
風險管理相關下載