Welcome to Scribd. Sign in or start your free trial to enjoy unlimited e-books, audiobooks & documents.Find out more
Download
Standard view
Full view
of .
Look up keyword or section
Like this
1Activity

Table Of Contents

Interest Rate
Categories of Interest Rate
hort-Term Contracts
Intermediate-and
Long-Term Contracts
U.S. Treasury Bills and
Their Futures Contracts
U.S. Treasury Bills
Futures Contracts
Treasury Bonds and Their
Treasury Bonds
Treasury Bonds (cont¶d)
Sample
Conversion Factors
Cheapest to
Deliver Calculation
Concept of Immunization
Definition
Duration Matching
An Independent Portfolio
Bullet Immunization Example
Expectation of Changing
Interest Rates
A Liability Portfolio
Interest Rate Futures
Interest Rate Swaps
Disadvantages of Immunizing
Opportunity Cost
of Being Wrong
Lower Yield
Transaction Costs
Immunization Is
Instantaneous Only
0 of .
Results for:
No results containing your search query
P. 1
ch23

ch23

Ratings: (0)|Views: 25|Likes:
Published by Amrita Chandra

More info:

Published by: Amrita Chandra on Sep 03, 2010
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PPT, PDF, TXT or read online from Scribd
See more
See less

10/30/2011

pdf

text

original

You're Reading a Free Preview
Pages 6 to 59 are not shown in this preview.

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->