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Fixed income analytics bonds in high and low interest rate enviroment

By: Contributor(s): Material type: TextTextPublication details: [Place of publication not identified] : SPRINGER INTERNATIONAL PU, 2017.Edition: 1st edDescription: 204 Pages cmContent type:
  • text
Media type:
  • Book
ISBN:
  • 3319485407
  • 9783319485409
Subject(s): Additional physical formats: Fixed Income Analytics.DDC classification:
  • 332.632 MAR 23
LOC classification:
  • HG4523 .M37 2017
Contents:
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.
Summary: 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.
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Books Books Botho University Lesotho Open Shelves Faculty Business & Accounting 332.632 MAR (Browse shelf(Opens below)) 1 Available BK001908

Includes Bibliography References And Index

A\ Includes Bibliography References And Index

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.

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.

English

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