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Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) - Fabozzi, Frank J.
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Fabozzi, Frank J.:

Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) - First edition

1999, ISBN: 9781883249632

Hardcover

Wiley, Gebundene Ausgabe, Auflage: 1. 264 Seiten, Publiziert: 1999-05-31T00:00:01Z, Produktgruppe: Buch, 1.16 kg, Recht, Kategorien, Bücher, Risikomanagement, Kosten & Controlling, Busine… More...

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

Duration, Convexity, and Other Bond Risk Measures - hardcover

1999, ISBN: 1883249635

[EAN: 9781883249632], Neubuch, [PU: Wiley & Sons|Wiley], BUSINESS & ECONOMICS INVESTMENTS SECURITIES GENERAL WIRTSCHAFT ANLEIHEN RISIKOMANAGEMENT, Duration, Convexity and other Bond Risk … More...

NEW BOOK. Shipping costs:Versandkostenfrei. (EUR 0.00) moluna, Greven, Germany [73551232] [Rating: 5 (von 5)]
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Duration Convexity and Other Bond Risk Measures - Frank J. Fabozzi/ Fabozzi
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Frank J. Fabozzi/ Fabozzi:
Duration Convexity and Other Bond Risk Measures - hardcover

ISBN: 1883249635

Duration Convexity and Other Bond Risk Measures ab 108.49 € als gebundene Ausgabe: . Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Bücher, John Wiley & Sons

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

ISBN: 9781883249632

Hardback, [PU: Frank J. Fabozzi Associates], Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available., Investment & Securities

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

ISBN: 9781883249632

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Details of the book
Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series)
Author:
Title:
ISBN:

1883249635


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.

Details of the book - Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series)


EAN (ISBN-13): 9781883249632
ISBN (ISBN-10): 1883249635
Hardcover
Publishing year: 1999
Publisher: Wiley
258 Pages
Weight: 0,499 kg
Language: eng/Englisch

Book in our database since 2008-02-19T15:08:44-05:00 (New York)
Detail page last modified on 2022-05-05T14:14:53-04:00 (New York)
ISBN/EAN: 1883249635

ISBN - alternate spelling:
1-883249-63-5, 978-1-883249-63-2
Alternate spelling and related search-keywords:
Book author: fabozzi frank
Book title: risk other, bond, bnd, convexity, duration, frank and

Information from Publisher

Author: Frank J. Fabozzi
Title: Frank J. Fabozzi Series; Duration, Convexity, and Other Bond Risk Measures
Publisher: John Wiley & Sons
258 Pages
Publishing year: 1999-05-31
Weight: 0,520 kg
Language: English
109,00 € (DE)
No longer receiving updates
169mm x 242mm x 20mm

BB; gebunden; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Anlagen und Wertpapiere; Anleihe; Finanz- u. Anlagewesen; Risikofaktor; Kapitalanlagen u. Wertpapiere; Finance & Investments; Investments & Securities; Kapitalanlagen u. Wertpapiere

1. Overview. 2. The Reasons Why a Bond's Price Changes. 3. Price Volatility Characteristics of Bonds. 4. The Basics of Duration and Convexity. 5. Duration Measures of Bonds with Embedded Options and Foreign Bonds. 6. Duration and Convexity for Mortgage-Backed Securities. 7. Yield Curve Risk Measures. 8. Risk Measures for Interest Rate Derivatives. 9. Other Risk Measures. 10. Measuring Yield Volatility. Index.
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