Fixed Income Analytics

Bonds in High and Low Interest Rate Environments

Häftad, Engelska, 2018

Av Wolfgang Marty

839 kr

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This book analyses and discusses bonds and bond portfolios. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. The impact of different yield scenarios on a model bond portfolio is illustrated.

Produktinformation

Utgivningsdatum2018-08-23
Mått155 x 235 x 13 mm
Vikt347 g
FormatHäftad
SpråkEngelska
Antal sidor204
FörlagSpringer International Publishing AG
ISBN9783319839660

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Dr. Wolfgang Marty is Senior Investment Strategist at AgaNola Pfaeffikon, SZ, Switzerland. Between 1998 and 2015 he was working with Credit Suisse. He joined Credit Suisse Asset Management in 1998 as Head Product Engineering. He specializes in Performance Attribution, Portfolio Optimization and Fixed Income in general. Prior to joining Credit Suisse Asset Management, Marty worked for UBS AG in London, Chicago and Zurich. He started his career as an assistant for applied mathematics at the Swiss Federal Institute of Technology. Marty holds a university degree in Mathematics from the Swiss Federal Institute of Technology in Zurich and a doctorate from the University of Zurich. He chairs the method and measure subcommittee of the European Bond Commission (EBC) and is president of the Swiss Bond Commission (OKS). Furthermore he is a member of the Fixed Income Index Commission at the Swiss Stock Exchange and a member of the Index team that monitors the Liquid Swiss Index (LSI).