|
|
|
|
| LEADER |
00000cam a2200000 i 4500 |
| 001 |
on1198017130 |
| 003 |
OCoLC |
| 005 |
20241006213017.0 |
| 006 |
m o d |
| 007 |
cr cnu---unuuu |
| 008 |
200929s2020 sz a ob 001 0 eng d |
| 040 |
|
|
|a YDX
|b eng
|e rda
|e pn
|c YDX
|d YDXIT
|d EBLCP
|d LQU
|d OCLCF
|d NLW
|d UKMGB
|d GW5XE
|d OCLCO
|d UKAHL
|d OCLCQ
|d OCLCO
|d COM
|d OCLCQ
|d OCLCO
|d OCLCQ
|
| 015 |
|
|
|a GBC0G5695
|2 bnb
|
| 016 |
7 |
|
|a 019952637
|2 Uk
|
| 019 |
|
|
|a 1197841103
|a 1197870547
|a 1198391851
|
| 020 |
|
|
|a 9783030471583
|q (electronic book)
|
| 020 |
|
|
|a 3030471586
|q (electronic book)
|
| 020 |
|
|
|z 3030471578
|
| 020 |
|
|
|z 9783030471576
|
| 024 |
8 |
|
|a 10.1007/978-3-030-47
|
| 035 |
|
|
|a (OCoLC)1198017130
|z (OCoLC)1197841103
|z (OCoLC)1197870547
|z (OCoLC)1198391851
|
| 037 |
|
|
|a com.springer.onix.9783030471583
|b Springer Nature
|
| 050 |
|
4 |
|a HG4523
|b .M37 2020
|
| 049 |
|
|
|a HCDD
|
| 100 |
1 |
|
|a Marty, Wolfgang,
|e author.
|
| 245 |
1 |
0 |
|a Fixed income analytics :
|b bonds in high and low interest rate environments /
|c Wolfgang Marty.
|
| 250 |
|
|
|a Second edition.
|
| 264 |
|
1 |
|a Cham, Switzerland :
|b Springer,
|c [2020]
|
| 300 |
|
|
|a 1 online resource
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 588 |
0 |
|
|a Online resource; title from digital title page (viewed on October 20, 2020).
|
| 505 |
0 |
|
|a 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.
|
| 520 |
|
|
|a 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.
|
| 650 |
|
0 |
|a Business enterprises
|x Finance.
|
| 650 |
|
0 |
|a Fixed-income securities.
|
| 650 |
|
0 |
|a Risk management.
|
| 650 |
|
0 |
|a Capital market.
|
| 650 |
|
0 |
|a Economics, Mathematical.
|
| 650 |
|
7 |
|a risk management.
|2 aat
|
| 650 |
|
7 |
|a Finance & accounting.
|2 bicssc
|
| 650 |
|
7 |
|a Corporate finance.
|2 bicssc
|
| 650 |
|
7 |
|a Banking.
|2 bicssc
|
| 650 |
|
7 |
|a Management & management techniques.
|2 bicssc
|
| 650 |
|
7 |
|a Finance.
|2 bicssc
|
| 650 |
|
7 |
|a Mathematics
|x Applied.
|2 bisacsh
|
| 650 |
|
7 |
|a Business & Economics
|x Corporate Finance.
|2 bisacsh
|
| 650 |
|
7 |
|a Business & Economics
|x Banks & Banking.
|2 bisacsh
|
| 650 |
|
7 |
|a Business & Economics
|x Insurance
|x Risk Assessment & Management.
|2 bisacsh
|
| 650 |
|
7 |
|a Business & Economics
|x Finance.
|2 bisacsh
|
| 650 |
|
7 |
|a Business enterprises
|x Finance
|2 fast
|
| 650 |
|
7 |
|a Capital market
|2 fast
|
| 650 |
|
7 |
|a Economics, Mathematical
|2 fast
|
| 650 |
|
7 |
|a Fixed-income securities
|2 fast
|
| 650 |
|
7 |
|a Risk management
|2 fast
|
| 655 |
|
0 |
|a Electronic books.
|
| 776 |
0 |
8 |
|i Print version:
|a Marty, Wolfgang.
|t Fixed income analytics.
|b Second edition.
|d Cham, Switzerland : Springer, [2020]
|z 3030471578
|z 9783030471576
|w (OCoLC)1148877453
|
| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://link.springer.com/10.1007/978-3-030-47158-3
|y Click for online access
|
| 903 |
|
|
|a SPRING-ECON2020
|
| 994 |
|
|
|a 92
|b HCD
|