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Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series)

hardcoverMay 15, 1999
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ISBN-13: 9781883249632 ISBN-10: 1883249635
Publisher
Wiley
Binding
hardcover
Published
May 15, 1999
Weight
1.2 lbs
Dimensions
23.80×2.20×15.90 cm

About this book

Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) by Fabozzi, Frank J.. hardcover edition. ISBN: 9781883249632.

Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available. Financial expert Frank Fabozzi walks you through every aspect of bond risk measures from the price volatility characteristics of option-free bonds and bonds with embedded options to the proper method for calculating duration and convexity. Whether youre a novice trader or experienced money manager, if you need to understand the interest rate risk of a portfolio Duration, Convexity and other Bond Risk Measures is the only book youll need.