| Title: | Anwendung der Duration im Asset-Liability-Management eines Lebensversicherungsunternehmens | Language: | Deutsch | Authors: | Schallhart, Susanne | Qualification level: | Diploma | Keywords: | Duration; Lebensversicherung; Convexity; Durationmismatch; Asset-Liability-Management Duration; life insurance; Convexity; Durationmismatch; Asset-Liability-Management |
Advisor: | Gerhold, Stefan | Assisting Advisor: | Krischanitz, Christoph | Issue Date: | 2012 | Number of Pages: | 74 | Qualification level: | Diploma | Abstract: | Definition und Herleitung der Duration. Duration in Abhängigkeit der Faktoren. Zinsimmunisierung mittels Duration. Definition und Herleitung der Convexity. Zwei Berechnungsmethoden des Durationmismatch und ein Vergleich dieser Methoden. Definition and derivation of the Duration. Duration according to its factors. Interestimmunisation with Duration. Definition and derivation of the Convexity. Two calculationmethods of the Durationmismatch and a comparison of these two methods. |
URI: | https://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-60441 http://hdl.handle.net/20.500.12708/11390 |
Library ID: | AC07812918 | Organisation: | E105 - Institut für Wirtschaftsmathematik | Publication Type: | Thesis Hochschulschrift |
| Appears in Collections: | Thesis |
Files in this item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Anwendung der Duration im Asset-Liability-Management eines Lebensversicherungsunternehmens.pdf | 589.76 kB | Adobe PDF |  View/Open |
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