Skripsi

ANALISIS SENSITIVITAS HARGA OBLIGASI TERHADAP PERUBAHAN TINGKAT SUKU BUNGA

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Penilaian

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Interest rate risks is one of the risk faced by bondholers. Based on theory, there is close relationship between interest rate and bond price. This risk is mostly faced by bondholder who invest in fixed coupon bond. This research aims at using duration and convexity for knowing bond price sensitivity caused by changes in interest rate. The result of research shows that duration and convexity can be used as method for knowing the bond price sensitivity caused by changes in interest rate. Furthermore, convexity can predict bond price better than duration. Bondholder who is interested to invest in bond, especially fixed coupon bond can use duration and convexity for predicting bond price to interest rate change.

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Availability

Inventory Code	Barcode	Call Number	Location	Status
0807000145	T44342	T443422008	Central Library (REFERENCES)	Available but not for loan - Not for Loan

Detail Information

Series Title

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Call Number

T443422008

Publisher

Inderalaya : Fakultas Ekonomi Universitas Sriwijaya., 2008

Collation

xii, 66 hlm.; tab.; 29 cm.

Language

Indonesia

ISBN/ISSN

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Classification

332.607

Content Type

Text

Media Type

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Carrier Type

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Edition

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Subject(s)

Tingkat suku bunga
Saham Obligasi

Specific Detail Info

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Statement of Responsibility

MI

Other version/related

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