INPROFORUM 2009

Using of bonds duration for securing against risk of interest rate change
Radim Gottwald

Language: cs
Last modified: 2013-09-02

Abstract


The paper focuses on duration. Duration is one of the indicators relating to bond trading. It indicates sensitivity of bond price to interest rate change. There are two types of duration described in the paper. Investor can use duration in case of securing against risk of interest rate change. Securing method is described in two case situations.


Keywords


duration, bond, interest rate

Full Text: PDF