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Duration, Convexity, and Other Bond Risk Measures
Frank J. Fabozzi
€ 101.03
€ 83.91
FREE Delivery in Ireland
Description for Duration, Convexity, and Other Bond Risk Measures
Hardcover. Series: Frank J. Fabozzi Series. Num Pages: 258 pages, black & white illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 243 x 166 x 21. Weight in Grams: 538.
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 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.
Product Details
Format
Hardback
Publication date
1999
Publisher
Frank J. Fabozzi Associates United States
Number of pages
258
Condition
New
Series
Frank J. Fabozzi Series
Number of Pages
264
Place of Publication
New York, United States
ISBN
9781883249632
SKU
V9781883249632
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
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.
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