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Fixed Income Analytics

Bonds in High and Low Interest Rate Environments

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The analysis of bonds and bond portfolios is central to this book, exploring various yields and duration measures in both negative and positive interest rate environments. It transitions from single bonds to portfolios, detailing the internal rate of return and comparing industry approaches. The text addresses market and credit risk as distinct factors and provides insights into assessing credit markets. Additionally, it covers multi-currency portfolios, currency hedging, and offers a comprehensive overview of the benchmark industry, making it a valuable resource for students, researchers, and finance professionals.

Pubblicazione

Acquisto del libro

Fixed Income Analytics, Wolfgang Marty

Lingua
Pubblicato
2021
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Metodi di pagamento

Sottotitolo
Bonds in High and Low Interest Rate Environments
Lingua
Inglese
Formato
In brossura
Pagine
248
ISBN13
9783030471606
Serie
Descrizione
The analysis of bonds and bond portfolios is central to this book, exploring various yields and duration measures in both negative and positive interest rate environments. It transitions from single bonds to portfolios, detailing the internal rate of return and comparing industry approaches. The text addresses market and credit risk as distinct factors and provides insights into assessing credit markets. Additionally, it covers multi-currency portfolios, currency hedging, and offers a comprehensive overview of the benchmark industry, making it a valuable resource for students, researchers, and finance professionals.