Duration, Convexity, and Other Bond Risk Measures

By:

Frank J Fabozzi

Format:

Hardback

Series:

Frank J. Fabozzi Series

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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.

Author Biography:

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.

Release date NZ

May 31st, 1999

Author

Frank J Fabozzi

Audiences

Professional & Vocational
Tertiary Education (US: College)

Pages

264

Series

Frank J. Fabozzi Series

Dimensions

160x238x22

ISBN-13

9781883249632

Product ID

2472010

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