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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Basic concepts. Interest rate. Immunization. Investment accumulation and duration. Hedging fixed income securities. Hedging with duration and convexity.


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


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