Fixed Income Analytics

DOI10.1007/978-3-030-47158-3zbMath1482.91004OpenAlexW4234906926MaRDI QIDQ5005939

Wolfgang Marty

Publication date: 11 August 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-47158-3

zbMATH Keywords

interest rate spreadforward ratemulti-currency portfoliospot rateconvertibleMacaulay durationdirect yieldflat yield curve

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

This page was built for publication: Fixed Income Analytics