Alcune osservazioni su indici di durata per operazioni finanziarie di scadenza finale aleatoria

E. Salinelli

doi:10.1007/BF02085371

Alcune osservazioni su indici di durata per operazioni finanziarie di scadenza finale aleatoria

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we define duration for a financial operation with a random number of cash-flows and prove some general results. Then, we introduce other duration indices and prove some appealing relationships among them. Finally, we consider a bond issue and prove further results about duration in this particular case.

Original language	Italian
Pages (from-to)	87-98
Number of pages	12
Journal	Rivista di Matematica per le Scienze Economiche e Sociali
Volume	13
Issue number	1-2
DOIs	https://doi.org/10.1007/BF02085371
Publication status	Published - Mar 1990
Externally published	Yes

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title = "Alcune osservazioni su indici di durata per operazioni finanziarie di scadenza finale aleatoria",

abstract = "In this paper, we define duration for a financial operation with a random number of cash-flows and prove some general results. Then, we introduce other duration indices and prove some appealing relationships among them. Finally, we consider a bond issue and prove further results about duration in this particular case.",

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Alcune osservazioni su indici di durata per operazioni finanziarie di scadenza finale aleatoria

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