10% off all books and free delivery over £40
Buy from our bookstore and 25% of the cover price will be given to a school of your choice to buy more books. *15% of eBooks.

Duration, Convexity, and Other Bond Risk Measures

View All Editions

£85.00 £76.50

Temporarily Out Of Stock. Usually available in 3-5 working days.

Add To Wishlist
Write A Review

About

Duration, Convexity, and Other Bond Risk Measures Synopsis

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 This Edition

ISBN: 9781883249632
Publication date: 31st May 1999
Author: Frank J. Fabozzi
Publisher: John Wiley & Sons Inc
Format: Hardback
Pagination: 264 pages
Series: Frank J. Fabozzi Series
Genres: Investment and securities