東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Fixed income analytics = bonds in hi...

Marty, Wolfgang.

Linked to FindBook

Google Book

Amazon

博客來

Fixed income analytics = bonds in high and low interest rate environments /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Fixed income analytics/ by Wolfgang Marty.
Reminder of title:	bonds in high and low interest rate environments /
Author:	Marty, Wolfgang.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xvii, 204 p. :ill., digital ;24 cm.
[NT 15003449]:	Introduction -- 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 -- Appendix.
Contained By:	Springer eBooks
Subject:	Finance. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-48541-6
ISBN:	9783319485416

Fixed income analytics = bonds in high and low interest rate environments /
Marty, Wolfgang.

Fixed income analyticsbonds in high and low interest rate environments /[electronic resource] :by Wolfgang Marty. - Cham :Springer International Publishing :2017. - xvii, 204 p. :ill., digital ;24 cm.

Introduction -- 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 -- Appendix.

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.

ISBN: 9783319485416

Standard No.: 10.1007/978-3-319-48541-6doiSubjects--Topical Terms:

542899
Finance.

LC Class. No.: HG4523 / .M37 2017

Dewey Class. No.: 332.0415

Fixed income analytics = bonds in high and low interest rate environments /
LDR:01955nmm a2200313 a 4500 001 2110837
003 DE-He213
005 20180424095705.0
006 m d
007 cr nn 008maaau
008 180619s2017 gw s 0 eng d
020 $a 9783319485416 $q (electronic bk.)
020 $a 9783319485409 $q (paper)
024 7 $a 10.1007/978-3-319-48541-6 $2 doi
035 $a 978-3-319-48541-6
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4523 $b .M37 2017
072 7 $a KFF $2 bicssc
072 7 $a BUS027000 $2 bisacsh
082 0 4 $a 332.0415 $2 23
090 $a HG4523 $b .M388 2017
100 1 $a Marty, Wolfgang. $3 2162288
245 1 0 $a Fixed income analytics $h [electronic resource] : $b bonds in high and low interest rate environments / $c by Wolfgang Marty.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2017.
300 $a xvii, 204 p. : $b ill., digital ; $c 24 cm.
505 0 $a Introduction -- 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 -- Appendix.
520 $a 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.
650 0 $a Finance. $3 542899
650 0 $a Business enterprises $x Finance. $3 646686
650 0 $a Banks and banking. $3 614996
650 0 $a Risk management. $3 540477
650 0 $a Capital market. $3 598114
650 0 $a Economics, Mathematical. $3 647770
650 2 4 $a Capital Markets. $3 2186436
650 2 4 $a Business Finance. $3 2162280
650 2 4 $a Banking. $2 bicssc $3 1557594
650 2 4 $a Risk Management. $3 608953
650 2 4 $a Quantitative Finance. $3 891090
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-48541-6
950 $a Economics and Finance (Springer-41170)