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Fixed income analyticsbonds in high ...

Marty, Wolfgang.

Fixed income analyticsbonds in high and low interest rate environments /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Fixed income analyticsby 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$q(electronic bk.)

Fixed income analyticsbonds 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$q(electronic bk.)

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

183252
Finance.

LC Class. No.: HG4523 / .M37 2017

Dewey Class. No.: 332.0415

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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.
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