Fixed Income Analytics : Bonds in High and Low Interest Rate Environments
Softcover reprint of the original 1st ed. 2017
Book Details
Format
Paperback / Softback
ISBN-10
3319839667
ISBN-13
9783319839660
Edition
Softcover reprint of the original 1st ed. 2017
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 23rd, 2018
Print length
204 Pages
Ksh 9,900.00
Temporarily out of stock, due soon
0 in stock
Delivery Location
Delivery fee: Select location
Secure
Quality
Fast
This book analyses and discusses bonds and bond portfolios. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. The impact of different yield scenarios on a model bond portfolio is illustrated.
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.
Get Fixed Income Analytics by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has pages.