Fixed Income Analytics: Bonds in High and Low Interest Rate Environments By Wolfgang Marty English | PDF,EPUB | 2017 | 213 Pages | ISBN : 3319485407 | 10.98 MB
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.
Fixed Income Relative Value Analysis, + Website: A Practitioners Guide to the Theory, Tools, and Trades by Doug Huggins and Christian Schaller English | 2013 | ISBN: 1118477197 | 382 pages | EPUB | 10,6 MB