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Viac informácií o knihe Fixed Income Analytics

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 185 bodov

Anotácia knihy

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed 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 second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.

Parametre knihy

Zaradenie knihy Knihy po nemecky Sozialwissenschaften, Recht, Wirtschaft Wirtschaft Internationale Wirtschaft

• Celý názov: Fixed Income Analytics
• Autor: Wolfgang Marty
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 226
• EAN: 9783030471606
• ISBN: 3030471608
• ID: 37189689
• Nakladateľ: Springer Nature Switzerland AG
• Hmotnosť: 385 g
• Rozmery: 235 × 155 × 14 mm
• Dátum vydania: 23. September 2021

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