Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000

Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000

Assessing the relative performances between simple, covariance-adjusted and volatility-adjusted immunization strategies on a portfolio consisting of Japanese Government Bonds. The data collected for the Japanese Government Bonds cover the period between April 1989 and December 2000.

Bibliographic Details
Main Authors: Lim, Ming Siang, Wee, Hans Hang Leong, Poh, Leong Poh
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project (FYP)
Published: 2008
Subjects:
DRNTU::Business::Finance::Fixed income::Bonds
Online Access:http://hdl.handle.net/10356/11590

Internet

http://hdl.handle.net/10356/11590

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