Le livre est actuellement en rupture de stock
En savoir plus sur le livre
The analysis focuses on bonds and bond portfolios, exploring various yield and duration measures under both negative and positive interest rates. It transitions from single bonds to portfolios, deriving the internal rate of return and comparing industry approaches. The book illustrates the effects of yield scenarios on model portfolios and introduces market and credit risk as distinct risk sources. It covers credit market assessment concepts, benchmarks, and convertible bonds. The second edition adds insights on multi-currency portfolios and currency hedging, making it a valuable resource for students, researchers, and finance professionals.
Achat du livre
Fixed Income Analytics, Wolfgang Marty
- Langue
- Année de publication
- 2020
- product-detail.submit-box.info.binding
- (rigide)
Nous vous informerons par e-mail dès que nous l’aurons retrouvé.
Modes de paiement
Personne n'a encore évalué .