Duration, Convexity, and Other Bond Risk Measures Hardback
by Frank J. Fabozzi
Part of the Frank J. Fabozzi Series series
Hardback
- Information
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.
Information
-
Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:264 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:31/05/1999
- Category:
- ISBN:9781883249632
Information
-
Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:264 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:31/05/1999
- Category:
- ISBN:9781883249632
