El Riesgo De Interés (The Interest Risk)

21 - El Riesgo de Interés, enero 2008

15 Pages Posted: 25 Aug 2013

See all articles by Juan Mascareñas

Juan Mascareñas

Universidad Complutense de Madrid

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

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

Juan Mascareñas (Contact Author)

Universidad Complutense de Madrid ( email )

Avda. de Séneca 2
Madrid, 28040
Spain

HOME PAGE: http://www.ucm.es

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