20.500.12556/RUL-146497 Trajanje in konveksnost obveznic delo diplomskega seminarja Duration and convexity of bonds V delu diplomskega seminarja najprej predstavimo brezkuponske in kuponske obveznice, nato pa opišemo, kako izračunamo njihovo ceno in kako donosnost do dospetja vpliva na ceno obveznic. Natančneje se spoznamo s slovenskimi državnimi obveznicami, pri katerih pregledamo tudi dinamiko donosnosti do dospetja dolgoročnih slovenskih obveznic v zadnjih nekaj letih. V delu predstavimo tudi Macaulayevo in modificirano trajanje ter konveksnost obveznic, ki nam pomagajo oceniti, kako se spremeni cena obveznice, če se spremeni donosnost do dospetja. In this work, we first introduce zero-coupon and coupon bonds, and then explain how to calculate their prices and how the yield to maturity affects bond prices. We learn more about Slovenian government bonds, for which we also examine the dynamics of yields to maturity of long-term Slovenian bonds in recent years. We also introduce Macaulay's duration, modified duration, and bond convexity, which help us estimate how the price of a bond changes when the yield to maturity changes. obveznica trajanje obveznice konveksnost obveznice bond bond duration bond convexity true false false Slovenski jezik Angleški jezik Delo diplomskega seminarja/zaključno seminarsko delo/naloga 2023-06-03 08:15:02 2023-06-03 08:15:05 2024-05-29 11:10:30 0000-00-00 00:00:00 2023 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.8 131225 154822147 7731.pdf 7731.pdf 1 971EEADADB729294D6309B2F61EF7DB4 21e6b8467a888562ba6095b6abe1d2da4646212a495485b0ba9bc81d999f00f8 aaaf694c-01d5-11ee-a314-00155dcfd717 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=169711 Fakulteta za matematiko in fiziko 0 0 0