The aim of thesis is to analyze the duration and its application in portfolio management. The work is divided into three logical parts. The intoductory part deal with issues of yield curves and in the following chapters we will build on this knowledge. In the mainstay of thesis we concentrate primarily on duration and its various modifications. The last section is devoted to portfolio management with emphasis on the bond portfolio. All theoretical knowledge is then applied to practical examples, which should lead to a better understanding of the topic.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:81619 |
| Date | January 2011 |
| Creators | Kulhánek, Zdeněk |
| Contributors | Radová, Jarmila, Stádník, Bohumil |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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