Fixed income analytics : bonds in high and low interest rate environments

Fixed income analytics : bonds in high and low interest rate environments / Wolfgang Marty.

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 comp...

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Bibliographic Details
Main Author: Marty, Wolfgang (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, [2020]
Edition:Second edition.
Subjects:
Business enterprises > Finance.
Fixed-income securities.
Risk management.
Capital market.
Economics, Mathematical.
risk management.
Finance & accounting.
Corporate finance.
Banking.
Management & management techniques.
Finance.
Mathematics > Applied.
Business & Economics > Corporate Finance.
Business & Economics > Banks & Banking.
Business & Economics > Insurance > Risk Assessment & Management.
Business & Economics > Finance.
Business enterprises > Finance
Capital market
Economics, Mathematical
Fixed-income securities
Risk management
Electronic books.
Online Access:Click for online access

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