Immunization and hedging of fixed-income securities in comparison
Vitiello, Gianmarco (A.A. 2016/2017) Immunization and hedging of fixed-income securities in comparison. Tesi di Laurea in Matematica finanziaria, LUISS Guido Carli, relatore Gennaro Olivieri, pp. 46. [Bachelor's Degree Thesis]
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Abstract/Index
Basic concepts. Interest rate. Immunization. Investment accumulation and duration. Hedging fixed income securities. Hedging with duration and convexity.
References
Bibliografia: p. 46.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Management (L-18) |
| Chair: | Matematica finanziaria |
| Thesis Supervisor: | Olivieri, Gennaro |
| Academic Year: | 2016/2017 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 05 Apr 2018 10:26 |
| Last Modified: | 05 Apr 2018 10:26 |
| URI: | https://tesi.luiss.it/id/eprint/20440 |
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