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商品詳細
Fixed Income Analytics: Bonds in High and Low Interest Rate Environments. Softcover reprint of the original 1st ed. 2017
・ISBN 978-3-319-83966-0 paper EUR 59.99
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| 著者・編者 | Marty, Wolfgang, |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2018 |
| ページ数 | 204 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-53208＞ |
解説
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.