Дипломная работа: Управление процентным риском портфеля ГКО-ОФЗ в посткризисный период
Структуры портфелей, иммунизированных
на основе критерия Г.Фонга–О.Васичека.
| Срок |
21143 |
25013 |
25014 |
25021 |
25024 |
25030 |
27003 |
27004 |
27007 |
27009 |
27010 |
27011 |
28001 |
| 8 |
0.512 |
0.488 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 12 |
0 |
0.956 |
0 |
0 |
0.044 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 26 |
0 |
0.239 |
0 |
0 |
0.761 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 52 |
0 |
0 |
0 |
0 |
0 |
0.900 |
0.100 |
0 |
0 |
0 |
0 |
0 |
0 |
| 78 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0.985 |
0.015 |
0 |
0 |
0 |
0 |
| 104 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0.785 |
0.215 |
0 |
0 |
Таблица 3.
Страницы: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38 |
