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

Duration, Convexity, and Other Bond Risk Measures

by Frank J. Fabozzi
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Book cover type: Hardcover
  • ISBN13: 9781883249632
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Publication Date:
  • Pages: 258
  • Original Price: USD 110.0
  • Language: English
  • Edition: N/A
  • Item Weight: 499 grams
  • BISAC Subject(s): Investments & Securities / Bonds

From the Back Cover
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.

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.

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