Fixed Income

Clifford S. Ang ()
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Clifford S. Ang: Compass Lexecon

Chapter 8 in Analyzing Financial Data and Implementing Financial Models Using R, 2015, pp 241-302 from Springer

Abstract: Abstract This chapter covers fixed income securities. We first show how to analyze economic and fixed income market data. Then, we demonstrate how to implement basic fixed income valuation models as well as the calculation of duration and convexity.

Keywords: Cash Flow; Inflation Rate; Yield Curve; Real Yield; Recession Period (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-319-14075-9_8

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DOI: 10.1007/978-3-319-14075-9_8

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