Interest Rate Risk

Celine Tjoe; Tamara Purnomo

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SSRN Electronic Journal

Article . 2019 . Peer-reviewed

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https://dx.doi.org/10.2139/ssr...

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Data sources: Microsoft Academic Graph

Interest Rate Risk

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2019 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Celine Tjoe; Tamara Purnomo;

doi: 10.2139/ssrn.3320645

Interest Rate Risk

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Abstract

The purpose of this article is to add the reader’s insight about interest rate risk. This article will explain in detail about duration, modified duration and convexity. Bonds pay a portion of their total repayment during their lifetime, in the form of coupon interest, so that the maturity period does not reflect the actual period in which the total bond returns are obtained.

Related Organizations

Universitas Atma Jaya Makassar
Indonesia

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