Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series Book 171)
Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series Book 171)

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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.

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  • Released: November 16, 2020
  • Author: Frank J. Fabozzi
  • Rating: 4,9
  • Publisher: Ebook DIgital Agency
  • Total Page: 477 pages
  • File Size: 3670 KB
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