Coverart for item
The Resource Fixed Income Analytics : Bonds in High and Low Interest Rate Environments, by Wolfgang Marty, (electronic resource)

Fixed Income Analytics : Bonds in High and Low Interest Rate Environments, by Wolfgang Marty, (electronic resource)

Label
Fixed Income Analytics : Bonds in High and Low Interest Rate Environments
Title
Fixed Income Analytics
Title remainder
Bonds in High and Low Interest Rate Environments
Statement of responsibility
by Wolfgang Marty
Creator
Subject
Language
eng
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. .--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Marty, Wolfgang
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Springer eBooks
http://library.link/vocab/subjectName
  • Finance
  • Business enterprises
  • Banks and banking
  • Risk management
  • Capital market
  • Economics, Mathematical
Label
Fixed Income Analytics : Bonds in High and Low Interest Rate Environments, by Wolfgang Marty, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-48541-6
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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.
Control code
978-3-319-48541-6
Dimensions
unknown
Extent
1 online resource (XVII, 204 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319485416
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-48541-6
Other physical details
79 illustrations, 7 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1018397122
Label
Fixed Income Analytics : Bonds in High and Low Interest Rate Environments, by Wolfgang Marty, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-48541-6
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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.
Control code
978-3-319-48541-6
Dimensions
unknown
Extent
1 online resource (XVII, 204 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319485416
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-48541-6
Other physical details
79 illustrations, 7 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1018397122

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