| 書目名稱 | Fixed Income Analytics |
| 副標(biāo)題 | Bonds in High and Lo |
| 編輯 | Wolfgang Marty |
| 視頻video | http://file.papertrans.cn/345/344027/344027.mp4 |
| 概述 | Broadens understanding of the basic concepts of fixed income with easy-to-understand examples.Goes beyond the traditional linearization approaches to provide deeper mathematical insights.Explains the |
| 圖書封面 |  |
| 描述 | .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.. |
| 出版日期 | Textbook 20171st edition |
| 關(guān)鍵詞 | Bond Analytics; Straight Bonds; Internal Return Rate; Credit Market; Risk Market; banking; quantitative fi |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-48541-6 |
| isbn_softcover | 978-3-319-83966-0 |
| isbn_ebook | 978-3-319-48541-6 |
| copyright | Springer International Publishing AG 2017 |
|Archiver|手機(jī)版|小黑屋|
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