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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 :2020.
Description:	xxi, 226 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Business enterprisesFinance.
Online resource:	https://doi.org/10.1007/978-3-030-47158-3
ISBN:	9783030471583$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. - Second edition. - Cham :Springer International Publishing :2020. - xxi, 226 p. :ill., digital ;24 cm.

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.

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.

ISBN: 9783030471583$q(electronic bk.)

Standard No.: 10.1007/978-3-030-47158-3doiSubjects--Topical Terms:

200545
Business enterprises
--Finance.

LC Class. No.: HG4523 / .M378 2020

Dewey Class. No.: 332.0415

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245 1 0 $a Fixed Income analytics $h [electronic resource] : $b bonds in high and low interest rate environments / $c by Wolfgang Marty.
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300 $a xxi, 226 p. : $b ill., digital ; $c 24 cm.
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.
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