Fixed income analytics : bonds in high and low interest rate environments / Wolfgang Marty.

Unlimited

Authorized users

Can lend chapters, not whole ebooks

Fixed income analytics : bonds in high and low interest rate environments / Wolfgang Marty.

9783319485416
3319485415
3319485407
9783319485409

Cham, Switzerland : Springer, [2017]

English

1 online resource (xvii, 204 pages)

10.1007/978-3-319-48541-6 doi

HG4523 .M37 2017

332.0415

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry. .

Access limited to authorized users.

text file PDF

Print version: 9783319485409

Online Resources > Ebooks
All Resources