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...
Main Author: | Marty, Wolfgang, |
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Other Authors: | SpringerLink (Online service) |
Format: | eBook |
Language: | English |
Published: |
Cham
Springer International Publishing
2017.
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Physical Description: |
1 online resource. |
Subjects: |
CMU Electronic Access
Electronic Resource Click HereLocation | Call Number: | Status |
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CMU Electronic Access | Available |