Duration, Convexity, and Other Bond Risk Measures

Duration, Convexity, and Other Bond Risk Measures
Автор
 
Год
 
Страниц
 
258
ISBN
 
1883249635
Издатель
 
Wiley
Категория
 
Инвестиции

Описание:

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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