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Immunization (Finance): Finance, Cashflow matching, Bond convexity, Hedge (finance), Arbitrage, Bond (finance)
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(Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 2 Artikel!
| Lieferstatus: |
 i.d.R. innert 7-14 Tagen versandfertig |
| Veröffentlichung: |
Mai 2026
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| Genre: |
Wirtschaft / Recht |
| ISBN: |
9786136682457 |
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EAN-Code:
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9786136682457 |
| Verlag: |
Omniscriptum |
| Einband: |
Kartoniert |
| Sprache: |
English
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| Dimensionen: |
H 220 mm / B 150 mm / D 5 mm |
| Gewicht: |
119 gr |
| Seiten: |
68 |
| Bewertung: |
Titel bewerten / Meinung schreiben
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| Inhalt: |
| Please note that the content of this book primarily consists of articles
available from Wikipedia or other free sources online. In finance,
interest rate immunization is a strategy that ensures that a change in
interest rates will not affect the value of a portfolio. Similarly,
immunization can be used to ensure that the value of a pension fund's or
a firm's assets will increase or decrease in exactly the opposite amount
of their liabilities, thus leaving the value of the pension fund's
surplus or firm's equity unchanged, regardless of changes in the
interest rate. Interest rate immunization can be accomplished by several
methods, including cash flow matching, duration matching, and volatility
and convexity matching. It can also be accomplished by trading in bond
forwards, futures, or options. |
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