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Duration, Convexity, and Other Bond Risk Measures by Frank J. Fabozzi 9781883249632
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Duration, Convexity, and Other Bond Risk Measures by Frank J. Fabozzi 9781883249632

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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.

About the Author
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.


Book Information
ISBN 9781883249632
Author Frank J. Fabozzi
Format Hardback
Page Count 264
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 543g
Dimensions(mm) 238mm * 160mm * 22mm

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