This book analyses and discusses bonds and bond portfolios.
Different yields and duration measures are investigated for
negative and positive interest rates. The transition from a single
bond to a bond portfolio leads to the equation for the internal
rate of return. Its solution is analysed 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 second
edition also includes a chapter on multi-currency portfolios as
well as a discussion on currency hedging. This book is a valuable
resource not only for students and researchers but also for
professionals in the financial industry.
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