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Frank J. Fabozzi

Duration, Convexity, and Other Bond Risk Measures

★★★★★
★★★★★
€97.99
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Author_Frank J. Fabozzi
available
bond
Category=KFFM
comprehensive
coverage
duration
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every
experienced
expert
fabozzi
financial
frank
interest
measures
money
novice
optionfree
portfolio
price
risk
trader
volatility characteristics
walks

Product details

  • ISBN 9781883249632
  • Weight: 543g
  • Dimensions: 160 x 238mm
  • Publication Date: 31 May 1999
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: US
  • Product Form: Hardback
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Description
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.
About Frank J. Fabozzi
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.