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...
Main Author: | Marty, Wolfgang (Author) |
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Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | English |
Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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Subjects: | |
Online Access: | Full Text via HEAL-Link |
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