Duration, Convexity, And Other Bond Risk Measures

(Hardcover - May 1999)
by

Frank J. Fabozzi

 (Author)
,

Fabozzi

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Publisher: John Wiley & Sons



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Book: Duration, Convexity, And Other Bond Risk Measures
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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Details of Book: Duration, Convexity, And Other Bond Risk Measures Book: Duration, Convexity, And Other Bond Risk Measures
Author: Frank J. Fabozzi, Fabozzi
ISBN:

1883249635


ISBN-13:

9781883249632

,

978-1883249632


Binding: Hardcover
Publishing Date: May 1999
Publisher: John Wiley & Sons
Number of Pages: 258
Language: English
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    Book: Duration, Convexity, And Other Bond Risk Measures by Frank J. Fabozzi, Fabozzi
    ISBN Number: 1883249635, 9781883249632, 978-1883249632