ANALISIS SENSITIVITAS HARGA OBLIGASI TERHADAP PERUBAHAN TINGKAT SUKU BUNGA

SARI, DIAN KARTIKA and Hamdan AJ, Umar and Sofyan, Rusmiyati (2008) ANALISIS SENSITIVITAS HARGA OBLIGASI TERHADAP PERUBAHAN TINGKAT SUKU BUNGA. Undergraduate thesis, Sriwijaya University.

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Abstract

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.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	bond price, interest rate, duration, convexity
Subjects:	H Social Sciences > HG Finance > HG4551-4598 Stock exchanges
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mr Halim Sobri
Date Deposited:	29 Mar 2021 03:36
Last Modified:	29 Mar 2021 03:36
URI:	http://repository.unsri.ac.id/id/eprint/44342

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