Fixed Income Analytics: Bonds in High and Low Interest Rate Environments - Couverture souple

Marty, Wolfgang

Couverture souple

ISBN 10 : 3319839667 ISBN 13 : 9783319839660

Editeur : Springer, 2018

Synopsis

Broadens understanding of the basic concepts of fixed income with easy-to-understand examples

Goes beyond the traditional linearization approaches to provide deeper mathematical insights

Explains the notion of bond convexity

A propos du livre

À propos de l'auteur

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 (L

SI).

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 3319839667
• ISBN 13: 9783319839660
• Reliure: Broché
• Nombre de pages: 224
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne