STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
The duration of an instrument to measure the level of a bond's price sensitivity to change in interest rate or changes in bond yields. Bond duration is the number of years needed to be able to return the purchase price of bonds. Convexity is a measure of curvature of bond curve showing the rela...
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[Yogyakarta] : Universitas Gadjah Mada
2011
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Online Access: | https://repository.ugm.ac.id/97383/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54043 |
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id-ugm-repo.973832016-03-04T08:50:02Z https://repository.ugm.ac.id/97383/ STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI , MALIM MUHAMMAD, S.Si , Dr. rer.nat. Dedi Rosadi, M.Sc. ETD The duration of an instrument to measure the level of a bond's price sensitivity to change in interest rate or changes in bond yields. Bond duration is the number of years needed to be able to return the purchase price of bonds. Convexity is a measure of curvature of bond curve showing the relationship between price and convexity method will produce more accurate count in calculate the price of bonds that experience changes in interest rate. Active portfolio management is a way in which the investment manager to provide an overview of the situation that will occur in the future. Thus, the investment manager can predict the interest rate a future time by observing the movement on interest rate sensitive bond price and total return portfolio. [Yogyakarta] : Universitas Gadjah Mada 2011 Thesis NonPeerReviewed , MALIM MUHAMMAD, S.Si and , Dr. rer.nat. Dedi Rosadi, M.Sc. (2011) STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54043 |
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ETD , MALIM MUHAMMAD, S.Si , Dr. rer.nat. Dedi Rosadi, M.Sc. STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI |
description |
The duration of an instrument to measure the level of a bond's price
sensitivity to change in interest rate or changes in bond yields. Bond duration is
the number of years needed to be able to return the purchase price of bonds.
Convexity is a measure of curvature of bond curve showing the relationship
between price and convexity method will produce more accurate count in
calculate the price of bonds that experience changes in interest rate. Active
portfolio management is a way in which the investment manager to provide an
overview of the situation that will occur in the future. Thus, the investment
manager can predict the interest rate a future time by observing the movement on
interest rate sensitive bond price and total return portfolio. |
format |
Theses and Dissertations NonPeerReviewed |
author |
, MALIM MUHAMMAD, S.Si , Dr. rer.nat. Dedi Rosadi, M.Sc. |
author_facet |
, MALIM MUHAMMAD, S.Si , Dr. rer.nat. Dedi Rosadi, M.Sc. |
author_sort |
, MALIM MUHAMMAD, S.Si |
title |
STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI |
title_short |
STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI |
title_full |
STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI |
title_fullStr |
STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI |
title_full_unstemmed |
STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI |
title_sort |
strategi manajemen portofolio obligasi |
publisher |
[Yogyakarta] : Universitas Gadjah Mada |
publishDate |
2011 |
url |
https://repository.ugm.ac.id/97383/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54043 |
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1681230163321290752 |