Fixed Income Analytics Bonds in High and Low Interest Rate Environments

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

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...

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Bibliographic Details
Main Author: Marty, Wolfgang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Springer eBook Collection.
Subjects:
Capital market.
Business enterprises—Finance.
Banks and banking.
Risk management.
Economics, Mathematical .
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 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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