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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Bibliographic Details
Main Author: Marty, Wolfgang (Author)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
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