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Fixed Income Analytics: Bonds in High and Low Interest Rate Environments - Marty, Wolfgang
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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 ...

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Fixed Income Analytics: Bonds in High and Low Interest Rate Environments 2021, Springer Nature Switzerland AG, Cham

ISBN-13: 9783030471606

2nd edition 2020

Paperback

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments 2020, Springer, Cham

ISBN-13: 9783030471576

2nd 2020 edition

Hardcover

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments 2018, Springer International Publishing AG, Cham

ISBN-13: 9783319839660

Paperback

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments 2017, Springer International Publishing AG, Cham

ISBN-13: 9783319485409

Hardcover