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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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Edition: | 1st ed. 2017. |
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| Online Access: | https://doi.org/10.1007/978-3-319-48541-6 |