Fixed Income Analytics

Bonds in High and Low Interest Rate Environments

Business & Finance, Finance & Investing, Corporate Finance, Finance
Cover of the book Fixed Income Analytics by Wolfgang Marty, Springer International Publishing
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Author: Wolfgang Marty ISBN: 9783319485416
Publisher: Springer International Publishing Publication: October 14, 2017
Imprint: Springer Language: English
Author: Wolfgang Marty
ISBN: 9783319485416
Publisher: Springer International Publishing
Publication: October 14, 2017
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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