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Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) Book
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.Read More
from£42.00 | RRP: * Excludes Voucher Code Discount Also available Used from £60.96
- 1883249635
- 9781883249632
- Frank J. Fabozzi CFA
- 31 May 1999
- John Wiley & Sons
- Hardcover (Book)
- 258
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