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Fixed Income Analytics
- Bonds in High and Low Interest Rate Environments
Engelsk
Bogcover for Fixed Income Analytics af Wolfgang Marty, 9783030471606
Specifikationer
Sprog:
Engelsk
Sider:
226
ISBN-13:
9783030471606
Indbinding:
Paperback
ISBN-10:
3030471608
Udg. Dato:
23 sep 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
23 sep 2021
Forfatter(e):

Fixed Income Analytics

- Bonds in High and Low Interest Rate Environments
Engelsk
Paperback 2021
Format:

Bog beskrivelse

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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Specifikationer
Sprog:
Engelsk
Sider:
226
ISBN-13:
9783030471606
Indbinding:
Paperback
ISBN-10:
3030471608
Udg. Dato:
23 sep 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
23 sep 2021
Forfatter(e):
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