ESTIMASI HARGA OBLIGASI MENGGUNAKAN PENDEKATAN DURASI DAN KONVEKSITAS HEATH JARROW MORTON DARI UKURAN SENSITIVITAS HARGA OBLIGASI TERHADAP YIELD (Studi Kasus : Obligasi Pemerintah Indonesia)
Bonds as invesment instrument are classified in fixed income securities have risks from changes in yields. In this case, investors require bonds for risk management to minimize the risks resulting from change in yields amd obtain the desired return. Duration and convexity are used in a suitable comb...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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