LIBROS DEL AUTOR: wolfgang marty

3 resultados para LIBROS DEL AUTOR: wolfgang marty

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  • Fixed Income Analytics
    Wolfgang Marty
    This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed and compared to different approaches proposed in the financial industry. The impact of d...
    Disponible

    84,93 €

  • Portfolio Analytics
    Wolfgang Marty
    This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio t...
    Disponible

    109,66 €

  • Portfolio Analytics
    Wolfgang Marty
    This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio t...
    Disponible

    48,21 €