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

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

Editorial Reviews
Book 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.

Back Cover Copy
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.

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

Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series),Frank J. Fabozzi,Wiley,1883249635,Bonds,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Investments & Securities - Bonds,Investments & Securities - General,Portfolio Management,Business & Economics / Investments & Securities,Fiction,Finance & Accounting,Investment & securities

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Book Details

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