Fixed Income Analytics Bonds in High and Low Interest Rate Environments /

• Κύριος συγγραφέας: Marty, Wolfgang (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Θέματα: Finance.; Business enterprises > Finance.; Banks and banking.; Risk management.; Capital market.; Economics, Mathematical.; Capital Markets.; Business Finance.; Banking.; Risk Management.; Quantitative Finance.

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...