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.
ASIN: 1883249635
VSKU: GBV.1883249635.A
Condition: Acceptable
Author/Artist:Fabozzi, Frank J.
Binding: Hardcover
Note: Any images shown are stock photographs and product may differ from what is shown.
Condition Notes: This book is in acceptable condition and may have highlighting and or writing throughout. The actual cover image may not match the stock photo, dust jacket may be damaged or missing. Book may show internal and or external wear on spine or cover and may be slightly skewed or have creased pages. This is a used book so codes may be invalid or accompanying media may be missing. May be an Ex library book with stickers and stamps.