Duration, Convexity, and Other Bond Risk Measures
Download or Read eBook Duration, Convexity, and Other Bond Risk Measures PDF written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1999-05-15 with total page 270 pages. Available in PDF, EPUB and Kindle.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 270 |
| Release | : 1999-05-15 |
| ISBN-10 | : 1883249635 |
| ISBN-13 | : 9781883249632 |
| Rating | : 4/5 (35 Downloads) |
Book Synopsis Duration, Convexity, and Other Bond Risk Measures by : Frank J. Fabozzi
Book excerpt: 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 you're 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 you'll need.
