标题: Cash flow dispersion and Immunization [打印本页]

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作者: pawn    时间: 2011-7-11 19:13     标题: Cash flow dispersion and Immunization

If there is high dispersion of cash flows around horizon date, immunization risk is low or high?

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作者: susana    时间: 2011-7-11 19:13

It should be low.

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作者: IAmNeil    时间: 2011-7-11 19:13

high. Is this for a single liability?



Edited 1 time(s). Last edit at Monday, May 9, 2011 at 10:46AM by deriv108.

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作者: skycfa    时间: 2011-7-11 19:13

immunization risk = reinvestment risk

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