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Record Nr. |
UNINA9910255050303321 |
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Autore |
Marty Wolfgang |
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Titolo |
Fixed Income Analytics : Bonds in High and Low Interest Rate Environments / / by Wolfgang Marty |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
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ISBN |
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Edizione |
[1st ed. 2017.] |
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Descrizione fisica |
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1 online resource (XVII, 204 p. 79 illus., 7 illus. in color.) |
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Disciplina |
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Soggetti |
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Capital market |
Business enterprises—Finance |
Banks and banking |
Risk management |
Economics, Mathematical |
Capital Markets |
Business Finance |
Banking |
Risk Management |
Quantitative Finance |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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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. . |
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Sommario/riassunto |
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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 |
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