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02650nam a22005055i 4500 |
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978-3-319-48541-6 |
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171016s2017 gw | s |||| 0|eng d |
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|a 9783319485416
|9 978-3-319-48541-6
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|a 10.1007/978-3-319-48541-6
|2 doi
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|d GrThAP
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|a BUS027000
|2 bisacsh
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|a 332.0415
|2 23
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|a Marty, Wolfgang.
|e author.
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|a Fixed Income Analytics
|h [electronic resource] :
|b Bonds in High and Low Interest Rate Environments /
|c by Wolfgang Marty.
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|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2017.
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|a XVII, 204 p. 79 illus., 7 illus. in color.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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|a text file
|b PDF
|2 rda
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|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. .
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|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. .
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|a Finance.
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|a Business enterprises
|x Finance.
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|a Banks and banking.
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|a Risk management.
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|a Capital market.
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650 |
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|a Economics, Mathematical.
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|a Finance.
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|a Capital Markets.
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650 |
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|a Business Finance.
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650 |
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|a Banking.
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650 |
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|a Risk Management.
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650 |
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|a Quantitative Finance.
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710 |
2 |
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|a SpringerLink (Online service)
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773 |
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|t Springer eBooks
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776 |
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|i Printed edition:
|z 9783319485409
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|u http://dx.doi.org/10.1007/978-3-319-48541-6
|z Full Text via HEAL-Link
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912 |
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|a ZDB-2-ECF
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950 |
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|a Economics and Finance (Springer-41170)
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