TY  - BOOK
AU  - Marty,Wolfgang
ED  - SpringerLink (Online service)
TI  - Fixed Income Analytics: Bonds in High and Low Interest Rate Environments 
SN  - 9783319485416
AV  - HG4523 
U1  - 332.0415 23
PY  - 2017///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Capital market
KW  - Business enterprises—Finance
KW  - Banks and banking
KW  - Risk management
KW  - Economics, Mathematical 
KW  - Capital Markets
KW  - Business Finance
KW  - Banking
KW  - Risk Management
KW  - Quantitative Finance
N1  - 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. ; Available to subscribing member institutions only. Доступно лише організаціям членам підписки
N2  - 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. 
UR  - https://doi.org/10.1007/978-3-319-48541-6
ER  -