Download This PaperEl Riesgo De Interés (The Interest Risk)
21 - El Riesgo de Interés, enero 2008
15 Pages Posted: 25 Aug 2013
Date Written: January 25, 2008
Abstract
Esta monografía introduce al concepto de riesgo de interés: qué es, la duración modificada como medida del riesgo de interés, y el riesgo de reinversión.
This monograph introduces to the interest risk: what is it, the modified duration as a measure of interest risk, and the reinvestment risk.
Note: Downloadable document is in Spanish.
Keywords: interest risk, modified duration, reinvestment risk
JEL Classification: G12
Suggested Citation: Suggested Citation
Mascareñas, Juan, El Riesgo De Interés (The Interest Risk) (January 25, 2008). 21 - El Riesgo de Interés, enero 2008, Available at SSRN: https://ssrn.com/abstract=2315673 or http://dx.doi.org/10.2139/ssrn.2315673
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