This thesis covers detailed analysis of bond pricing function. It focuses on connections between mathematical definitions and financial practice and it points out advantages and drawbacks of currently used function. Well known properties of this function are extended to negative internal rate of return values. This topic is further discussed with internal rate of return polynomial equations solving. Taylor series approximation is also shown regarding duration and convexity of bonds.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:201567 |
| Date | January 2015 |
| Creators | Krajčíková, Lucia |
| Contributors | Stádník, Bohumil, Málek, Jiří |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Slovak |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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