Fixed income analytics: bonds in high and low interest rate environments
Auteur :
Marty, Wolfgang
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030471606
Date de publication :
23 sept. 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book analyses and discusses bonds and bond portfolios. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. The impact of different yield scenarios on a model bond portfolio is illustrated.