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Bonds

In: Financial Mathematics

Author

Listed:
  • Peter Brusov

    (Financial University Moscow)

  • Tatiana Filatova

    (Financial University Moscow)

  • Natali Orekhova

    (Financial University Moscow)

Abstract

The Chapter “Bonds” is devoted to investigate bonds. Current yield and yield to maturity of bonds, average term of income receiving, bond duration are studied. Convexity of the bond as well as immunization of a bond portfolio and yield of bond portfolio are described. Average term of bond portfolio income receiving, duration of bond portfolio and convexity of the bond portfolio are considered.

Suggested Citation

  • Peter Brusov & Tatiana Filatova & Natali Orekhova, 2024. "Bonds," Springer Texts in Business and Economics, in: Financial Mathematics, chapter 5, pages 199-227, Springer.
    • Handle: RePEc:spr:sptchp:978-3-031-74668-0_5
    DOI: 10.1007/978-3-031-74668-0_5
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