Fixed Income Analytics - Bonds in High and Low Interest Rate Environments (Hardcover, 2nd ed. 2020)

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.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Release date:	September 2020
First published:	2020
Authors:	Wolfgang Marty
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	226
Edition:	2nd ed. 2020
ISBN-13:	978-3-03-047157-6
Categories:	Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General Promotions
LSN:	3-03-047157-8
Barcode:	9783030471576

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!