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 … scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk …

The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …-period and continuous-time bond portfolio optimization problems are considered. …The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond … between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a … deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by …

policy and the underlying macroeconomic factors of bond price movements. Moreover, the book identifies a broad risk …

Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to … safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income … distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa …

amerikanischen Bond-Marktes -- Zusammenfassung und Ausblick. …