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Immunization of interest rate risk and problems of implementation
Shpitontsev, Leonid ; Málek, Jiří (advisor)
The aim of thesis was to examine the process of immunization and the errors associated with it, the removal of which could be improved to ensure. The work is divided into three main parts. The first includes theoretical background, the characteristics of the concepts that are necessary when immunization is used. The second part deals with errors that we permit in the process of immunization and the last assumptions in process efficiency and process efficiency in the financial market. The work is accompanied by charts and examples, which would have positive effects on understanding of the topic.

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