電子書籍詳細

電子書籍詳細


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Fixed Income Analytics : Bonds in High and Low Interest Rate Environments . 1st ed. 2017

Marty, Wolfgang

Springer 2017/10
XVII, 204 p. 79 illus., 7 illus. in color.
出版国: CH
ISBN: 9783319485409
eISBN: 9783319485416
KNPID: EY00216614
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Full Description

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.


Table of Contents

Introduction.- The Time Value of Money.- The Flat Yield Curve Concept.- The Term Structure of Interest Rate.- Spread Analysis.- Different  Fixed Income Instruments.- Fixed Income Benchmarks.- Convertible.- Appendix.