LEADER 03261nam 22006255 450 001 9910255050303321 005 20200630145929.0 010 $a3-319-48541-5 024 7 $a10.1007/978-3-319-48541-6 035 $a(CKB)4100000000881670 035 $a(DE-He213)978-3-319-48541-6 035 $a(MiAaPQ)EBC5589204 035 $a(EXLCZ)994100000000881670 100 $a20171016d2017 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aFixed Income Analytics $eBonds in High and Low Interest Rate Environments /$fby Wolfgang Marty 205 $a1st ed. 2017. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017. 215 $a1 online resource (XVII, 204 p. 79 illus., 7 illus. in color.) 311 $a3-319-48540-7 327 $aIntroduction -- 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. . 330 $aThis 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. . 606 $aCapital market 606 $aBusiness enterprises?Finance 606 $aBanks and banking 606 $aRisk management 606 $aEconomics, Mathematical  606 $aCapital Markets$3https://scigraph.springernature.com/ontologies/product-market-codes/616000 606 $aBusiness Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/512000 606 $aBanking$3https://scigraph.springernature.com/ontologies/product-market-codes/626010 606 $aRisk Management$3https://scigraph.springernature.com/ontologies/product-market-codes/612040 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 615 0$aCapital market. 615 0$aBusiness enterprises?Finance. 615 0$aBanks and banking. 615 0$aRisk management. 615 0$aEconomics, Mathematical . 615 14$aCapital Markets. 615 24$aBusiness Finance. 615 24$aBanking. 615 24$aRisk Management. 615 24$aQuantitative Finance. 676 $a658.15 700 $aMarty$b Wolfgang$4aut$4http://id.loc.gov/vocabulary/relators/aut$0913295 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910255050303321 996 $aFixed income analytics$92045925 997 $aUNINA