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

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02650nam a22005055i 4500
001 978-3-319-48541-6
003 DE-He213
005 20171016091605.0
007 cr nn 008mamaa
008 171016s2017 gw | s |||| 0|eng d
020 |a 9783319485416  |9 978-3-319-48541-6 
024 7 |a 10.1007/978-3-319-48541-6  |2 doi 
040 |d GrThAP 
050 4 |a HG4523 
072 7 |a KFF  |2 bicssc 
072 7 |a BUS027000  |2 bisacsh 
082 0 4 |a 332.0415  |2 23 
100 1 |a Marty, Wolfgang.  |e author. 
245 1 0 |a Fixed Income Analytics  |h [electronic resource] :  |b Bonds in High and Low Interest Rate Environments /  |c by Wolfgang Marty. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2017. 
300 |a XVII, 204 p. 79 illus., 7 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a 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. . 
520 |a 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. . 
650 0 |a Finance. 
650 0 |a Business enterprises  |x Finance. 
650 0 |a Banks and banking. 
650 0 |a Risk management. 
650 0 |a Capital market. 
650 0 |a Economics, Mathematical. 
650 1 4 |a Finance. 
650 2 4 |a Capital Markets. 
650 2 4 |a Business Finance. 
650 2 4 |a Banking. 
650 2 4 |a Risk Management. 
650 2 4 |a Quantitative Finance. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319485409 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-48541-6  |z Full Text via HEAL-Link 
912 |a ZDB-2-ECF 
950 |a Economics and Finance (Springer-41170)