| Duration, Convexity, and Other Bond Risk Measures Contributor(s): Fabozzi, Frank J. (Author) |
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ISBN: 1883249635 ISBN-13: 9781883249632 Publisher: Wiley OUR PRICE: $99.00 Product Type: Hardcover - Other Formats Published: May 1999 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - Bonds |
| Dewey: 332.632 |
| Series: Frank J. Fabozzi |
| Physical Information: 0.8" H x 6.33" W x 9.37" (1.1 lbs) 264 pages |