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Wiley Duration, Convexity, and Other Bond Risk Measures: 58 (Frank J. Fabozzi Series)

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Price distribution over 61 days • 1 price levels

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61 days 0 15 31 46 61 £54 Days at Price

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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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
31 May 1999
Listed Since
22 January 2007

Barcode

No barcode data available

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