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

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Duration, Convexity, and Other Bond Risk Measures 1999, Wiley

ISBN-13: 9781883249632

Hardcover