國立虎尾科技大學 |

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.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xvii, 204 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Finance. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-48541-6
ISBN:	9783319485416

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. - Cham :Springer International Publishing :2017. - xvii, 204 p. :ill., digital ;24 cm.

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.

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.

ISBN: 9783319485416

Standard No.: 10.1007/978-3-319-48541-6doiSubjects--Topical Terms:

559073
Finance.

LC Class. No.: HG4523 / .M37 2017

Dewey Class. No.: 332.0415

Fixed income analytics = bonds in high and low interest rate environments /
LDR:01955nam a2200313 a 4500 001 905075
003 DE-He213
005 20180424095705.0
006 m d
007 cr nn 008maaau
008 190308s2017 gw s 0 eng d
020 $a 9783319485416 $q (electronic bk.)
020 $a 9783319485409 $q (paper)
024 7 $a 10.1007/978-3-319-48541-6 $2 doi
035 $a 978-3-319-48541-6
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4523 $b .M37 2017
072 7 $a KFF $2 bicssc
072 7 $a BUS027000 $2 bisacsh
082 0 4 $a 332.0415 $2 23
090 $a HG4523 $b .M388 2017
100 1 $a Marty, Wolfgang. $3 1069051
245 1 0 $a Fixed income analytics $h [electronic resource] : $b bonds in high and low interest rate environments / $c by Wolfgang Marty.
260 $a Cham : $c 2017. $b Springer International Publishing : $b Imprint: Springer,
300 $a xvii, 204 p. : $b ill., digital ; $c 24 cm.
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. $3 559073
650 0 $a Business enterprises $x Finance. $3 561579
650 0 $a Banks and banking. $3 556379
650 0 $a Risk management. $3 559158
650 0 $a Capital market. $3 556702
650 0 $a Economics, Mathematical. $3 528442
650 2 4 $a Capital Markets. $3 1106532
650 2 4 $a Business Finance. $3 1069042
650 2 4 $a Banking. $2 bicssc $3 810653
650 2 4 $a Risk Management. $3 569483
650 2 4 $a Quantitative Finance. $3 669372
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-48541-6
950 $a Economics and Finance (Springer-41170)