Technical Appendix to “Some Topics”
This appendix contains sections titled: Present Value (PV) Reinvested Future Value (RFV) at Horizon H Horizon Present Value (HPV) of “Tail” Cash Flow at Horizon H Total Future Value (TFV) at Horizon H Macaulay Duration D(1, H) PV Volatility PV‐VOL (1, H) Reinvestment Volatility RFV‐VOL (1, H) Horizo...
Gespeichert in:
| Format: | Buchkapitel |
|---|---|
| Sprache: | eng |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Zusammenfassung: | This appendix contains sections titled:
Present Value (PV)
Reinvested Future Value (RFV) at Horizon H
Horizon Present Value (HPV) of “Tail” Cash Flow at Horizon H
Total Future Value (TFV) at Horizon H
Macaulay Duration D(1, H)
PV Volatility PV‐VOL (1, H)
Reinvestment Volatility RFV‐VOL (1, H)
Horizon Duration HD(H+1,M)
Horizon Present Value Volatility HPV‐VOL (H+1,M)
Total Future Value Volatility TFV‐VOL (H)
The Babcock Rule
Immunization
Horizon Analysis |
|---|---|
| DOI: | 10.1002/9781118656631.app2 |