[en] IMMUNIZATION OF FIXED INCOME PORTFOLIOS

[en] IMMUNIZATION OF FIXED INCOME PORTFOLIOS

[pt] O Asset Liability Management (ALM) é uma ferramenta essencial para uma administração eficaz de bancos, seguradoras e fundos de pensão, principalmente no que diz respeito ao monitoramento e controle de riscos enfrentados por estas instituições. Dentre estes riscos, o de taxa de juros é uma...

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Bibliographic Details
Main Author:	MARCELO WEISKOPF
Other Authors:	TARA KESHAR NANDA BAIDYA
Language:	pt
Published:	MAXWELL 2003
Subjects:	[pt] IMUNIZACAO [en] IMMUNIZATION [pt] RISCO DE TAXA DE JUROS [en] INTEREST-RISK RATE [pt] VARIACOES NAO-PARALELAS NA CURVA DE JUROS [en] NON-PARALEL YIELD CURVE SHIFTS.
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4324@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4324@2 http://doi.org/10.17771/PUCRio.acad.4324

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