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

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...

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Main Author: Marty, Wolfgang,
Other Authors: SpringerLink (Online service)
Format: eBook
Language: English
Published: Cham Springer International Publishing 2017.
Physical Description: 1 online resource.
Subjects:

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