FIXED INCOME ANALYTICS bonds in high and low interest rate environments 2nd Edition Wolfgang Marty 3030471586 9783030471583

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Product details:

• ISBN 10: 3030471586
• ISBN 13: 9783030471583
• Author: Wolfgang Marty

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed 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 second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.

Table of contents:

1. Introduction

2. The Time Value of Money

3. The Flat Yield Curve Concept

4. The Internal Rate of Return for a Bond Portfolio

5. The Term Structure of Interest Rate

6. Spread Analysis

7. Different Fixed Income Instruments

8. Fixed-Income Benchmarks

9. Convertible

10. Multi-Currency Portfolio

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