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

By Frank J. Fabozzi

period, Convexity and different Bond hazard Measures deals the main entire insurance of bond hazard measures to be had. monetary professional Frank Fabozzi walks you thru each element of bond chance measures from the associated fee volatility features of option-free bonds and bonds with embedded concepts to the right kind approach for calculating length and convexity. even if you are a amateur dealer or skilled cash supervisor, if you want to appreciate the rate of interest danger of a portfolio length, Convexity and different Bond danger Measures is the single ebook you are going to need.

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