Рефераты. Методы оптимизации портфеля бескупонных облигаций






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|97 |1 |0 | |7 | |

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|09.04.|2200|93,6|34,06 |19.06.9|0 |

|97 |6 |0 | |7 | |

|09.04.|2200|91,0|27,73 |24.07.9|15 |

|97 |7 |0 | |7 | |

|09.04.|2200|87,6|29,35 |28.08.9|15 |

|97 |8 |0 | |7 | |

|09.04.|2200|84,8|30,44 |25.09.9|15 |

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|09.04.|2400|73,2|29,03 |12.03.9|15 |

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|11.04.|2102|97,0|27,45 |15.05.9|15 |

|97 |1 |0 | |7 | |

|11.04.|2102|92,0|28,55 |10.07.9|15 |

|97 |2 |8 | |7 | |

|11.04.|2200|99,1|23,49 |24.04.9|0 |

|97 |4 |0 | |7 | |

|11.04.|2200|96,2|29,21 |29.05.9|0 |

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|11.04.|2200|94,2|31,30 |19.06.9|0 |

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|11.04.|2200|91,7|25,93 |24.07.9|15 |

|97 |7 |0 | |7 | |

|11.04.|2200|88,2|28,09 |28.08.9|15 |

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|11.04.|2200|85,3|29,60 |25.09.9|15 |

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|11.04.|2400|73,5|28,82 |12.03.9|15 |

|97 |1 |0 | |8 | |

|14.04.|2102|97,0|30,04 |15.05.9|15 |

|97 |1 |1 | |7 | |

|14.04.|2102|92,3|28,32 |10.07.9|15 |

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|14.04.|2200|99,0|31,75 |24.04.9|0 |

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|14.04.|2200|91,7|26,40 |24.07.9|15 |

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|14.04.|2200|88,0|29,38 |28.08.9|15 |

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|14.04.|2200|85,5|29,90 |25.09.9|15 |

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|97 |6 |5 | |7 | |

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|15.04.|2200|88,0|29,57 |28.08.9|15 |

|97 |8 |1 | |7 | |

|15.04.|2200|86,0|28,76 |25.09.9|15 |

|97 |9 |8 | |7 | |

|15.04.|2400|73,6|29,04 |12.03.9|15 |

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|97 |1 |4 | |7 | |

|16.04.|2102|92,8|27,09 |10.07.9|15 |

|97 |2 |6 | |7 | |

|16.04.|2200|99,6|14,95 |24.04.9|0 |

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|16.04.|2200|96,8|27,25 |29.05.9|0 |

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|17.04.|2102|92,4|29,18 |10.07.9|15 |

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|17.04.|2200|99,6|14,98 |24.04.9|0 |

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|17.04.|2200|92,0|26,37 |24.07.9|15 |

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|17.04.|2400|73,6|29,21 |12.03.9|15 |

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|97 |1 |5 | |7 | |

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|97 |2 |5 | |7 | |

|21.04.|2200|99,8|14,09 |24.04.9|0 |

|97 |4 |1 | |7 | |

|21.04.|2200|96,8|30,78 |29.05.9|0 |

|97 |5 |1 | |7 | |

|21.04.|2200|95,2|30,32 |19.06.9|0 |

|97 |6 |0 | |7 | |

|21.04.|2200|88,2|30,41 |28.08.9|15 |

|97 |8 |1 | |7 | |

|21.04.|2200|86,2|29,47 |25.09.9|15 |

|97 |9 |5 | |7 | |

|21.04.|2400|73,5|29,70 |12.03.9|15 |

|97 |1 |1 | |8 | |

|22.04.|2102|97,9|27,97 |15.05.9|15 |

|97 |1 |0 | |7 | |

|22.04.|2102|92,6|30,09 |10.07.9|15 |

|97 |2 |5 | |7 | |

|22.04.|2200|99,9|4,58 |24.04.9|0 |

|97 |4 |0 | |7 | |

|22.04.|2200|96,9|30,16 |29.05.9|0 |

|97 |5 |5 | |7 | |

|22.04.|2200|95,4|29,16 |19.06.9|0 |

|97 |6 |5 | |7 | |

|22.04.|2200|92,5|25,88 |24.07.9|15 |

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|22.04.|2200|88,7|29,21 |28.08.9|15 |

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|23.04.|2200|95,5|29,33 |19.06.9|0 |

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|23.04.|2200|92,6|25,94 |24.07.9|15 |

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|23.04.|2200|88,9|28,94 |28.08.9|15 |

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|23.04.|2200|86,5|29,14 |25.09.9|15 |

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|25.04.|2200|87,5|27,14 |25.09.9|15 |

|97 |9 |5 | |7 | |

|25.04.|2201|85,2|27,57 |23.10.9|15 |

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|25.04.|2400|75,0|28,09 |12.03.9|15 |

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|28.04.|2102|98,7|22,74 |15.05.9|15 |

|97 |1 |0 | |7 | |

|28.04.|2102|93,5|28,61 |10.07.9|15 |

|97 |2 |0 | |7 | |

|28.04.|2200|97,7|26,79 |29.05.9|0 |

|97 |5 |0 | |7 | |

|28.04.|2200|96,4|25,45 |19.06.9|0 |

|97 |6 |0 | |7 | |

|28.04.|2200|93,3|24,74 |24.07.9|15 |

|97 |7 |0 | |7 | |

|28.04.|2200|88,5|25,40 |25.09.9|15 |

|97 |9 |0 | |7 | |

|28.04.|2201|86,5|25,44 |23.10.9|15 |

|97 |0 |0 | |7 | |

|28.04.|2400|76,0|27,02 |12.03.9|15 |

|97 |1 |1 | |8 | |

|29.04.|2102|98,9|19,18 |15.05.9|15 |

|97 |1 |5 | |7 | |

|29.04.|2102|94,0|26,47 |10.07.9|15 |

|97 |2 |4 | |7 | |

|29.04.|2200|97,9|25,15 |29.05.9|0 |

|97 |5 |0 | |7 | |

|29.04.|2200|96,5|25,20 |19.06.9|0 |

|97 |6 |0 | |7 | |

|29.04.|2200|93,8|23,06 |24.07.9|15 |

|97 |7 |0 | |7 | |

|29.04.|2200|88,6|25,33 |25.09.9|15 |

|97 |9 |0 | |7 | |

|29.04.|2201|86,3|25,89 |23.10.9|15 |

|97 |0 |5 | |7 | |

|29.04.|2400|76,4|26,48 |12.03.9|15 |

|97 |1 |8 | |8 | |

|30.04.|2102|99,2|15,16 |15.05.9|15 |

|97 |1 |0 | |7 | |

|30.04.|2102|94,5|24,38 |10.07.9|15 |

|97 |2 |6 | |7 | |

|30.04.|2200|98,5|18,20 |29.05.9|0 |

|97 |5 |0 | |7 | |

|30.04.|2200|96,7|23,55 |19.06.9|0 |

|97 |6 |8 | |7 | |

|30.04.|2200|90,7|25,33 |28.08.9|15 |

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|30.04.|2200|89,4|23,46 |25.09.9|15 |

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|30.04.|2400|77,3|25,50 |12.03.9|15 |

|97 |1 |0 | |8 | |

Список литературы.

1. Потоки платежей, виды облигаций и вычисление доходности. Серия: «Теория

инвестиционного анализа и практика российского рынка.» Издательство

Консультационное Агентство «Соболев».

2. Остроушко О., Гришин О. «Доходность и дюрация портфеля ГКО» Журнал Рынок

Ценных Бумаг № 5/1996.

3. Черновский А. «Как оценить эффективность управления портфелем ГКО»

Журнал Рынок Ценных Бумаг № 24/1996.

4. Четыркин Е. «Методы финансовых и коммерческих расчетов».

Страницы: 1, 2, 3



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