Basics of financial calculus. Floating interest rates and Interest Rate Term Structure. Duration and semideterministic imunization. Price volatility of a fixed income bond. Financial choices: NPV and (G)APV. Financial leverage. Decomposition of global indices
Financial Calculus with Application
CASTAGNOLI, ERIO;CIGOLA, MARGHERITA;PECCATI, LORENZO
2013
Abstract
Basics of financial calculus. Floating interest rates and Interest Rate Term Structure. Duration and semideterministic imunization. Price volatility of a fixed income bond. Financial choices: NPV and (G)APV. Financial leverage. Decomposition of global indices
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
