Fixed Income Analytics
Bonds in High and Low Interest Rate Environments
Autor*innen
Mehr zum Buch
The analysis focuses on bonds and bond portfolios, exploring various yield and duration measures under both negative and positive interest rates. It transitions from single bonds to portfolios, deriving the internal rate of return and comparing industry approaches. The book illustrates the effects of yield scenarios on model portfolios and introduces market and credit risk as distinct risk sources. It covers credit market assessment concepts, benchmarks, and convertible bonds. The second edition adds insights on multi-currency portfolios and currency hedging, making it a valuable resource for students, researchers, and finance professionals.
Publikation
Buchkauf
Fixed Income Analytics, Wolfgang Marty
- Sprache
- Erscheinungsdatum
- 2020
- Einband
- (Hardcover)
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- Titel
- Fixed Income Analytics
- Untertitel
- Bonds in High and Low Interest Rate Environments
- Sprache
- Englisch
- Autor*innen
- Wolfgang Marty
- Erscheinungsdatum
- 2020
- Einband
- Hardcover
- Seitenzahl
- 248
- ISBN13
- 9783030471576
- Reihe
- Schlagwörter
- Handel
- Beschreibung
- The analysis focuses on bonds and bond portfolios, exploring various yield and duration measures under both negative and positive interest rates. It transitions from single bonds to portfolios, deriving the internal rate of return and comparing industry approaches. The book illustrates the effects of yield scenarios on model portfolios and introduces market and credit risk as distinct risk sources. It covers credit market assessment concepts, benchmarks, and convertible bonds. The second edition adds insights on multi-currency portfolios and currency hedging, making it a valuable resource for students, researchers, and finance professionals.