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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Fixed Income Analytics/ by Wolfgang Marty.
Reminder of title:	Bonds in High and Low Interest Rate Environments /
Author:	Marty, Wolfgang.
Description:	XXI, 226 p. 98 illus.online resource. :
Contained By:	Springer Nature eBook
Subject:	Capital market. -
Online resource:	https://doi.org/10.1007/978-3-030-47158-3
ISBN:	9783030471583

Fixed Income Analytics = Bonds in High and Low Interest Rate Environments /
Marty, Wolfgang.

Fixed Income AnalyticsBonds in High and Low Interest Rate Environments /[electronic resource] :by Wolfgang Marty. - 2nd ed. 2020. - XXI, 226 p. 98 illus.online resource.

Introduction -- The Time Value of Money -- The Flat Yield Curve Concept -- The Internal Rate of Return for a Bond Portfolio -- The Term Structure of Interest Rate -- Spread Analysis -- Different Fixed Income Instruments -- Fixed-Income Benchmarks -- Convertible -- Multi Currency Portfolio -- Appendices -- References -- Index.

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed 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 second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.

ISBN: 9783030471583

Standard No.: 10.1007/978-3-030-47158-3doiSubjects--Topical Terms:

556702
Capital market.

LC Class. No.: HG4523

Dewey Class. No.: 332.0415

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