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Found 1 from your keywords: author=Sari, Dian Kartika

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ANALISIS SENSITIVITAS HARGA OBLIGASI TERHADAP PERUBAHAN TINGKAT SUKU BUNGA

Interest rate risks is one of the risk faced by bondholers. Based on theory, there is close relationship between interest rate and bond price. This risk is mostly faced by bondholder who invest in fixed coupon bond. This research aims at using duration and convexity for knowing bond price sensitivity caused by changes in interest rate. The result of research shows that duration and convexity ca…

Edition: -
ISBN/ISSN: -
Collation: xii, 66 hlm.; tab.; 29 cm.
Series Title: -
Call Number: T443422008

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