Duration, convexity, and other bond risk measures /
Fabozzi, Frank J.
Duration, convexity, and other bond risk measures / Frank J. Fabozzi. - West Sussex, England : Wiley, 1999. - 254 pages : illustrations ; 24 cm.
$ 110/-
GST-IN194/04
The Reasons Why a Bond's Price Changes --
Price Volatility Characteristics of Bonds --
The Basics of Duration and Convexity --
Duration Measures for Bonds with Embedded Options and Foreign Bonds --
Duration and Convexity for Mortgage-Backed Securities --
Yield Curve Risk Measures --
Risk Measures for Interest Rate Derivatives --
Other Risk Measures --
Measuring Yield Volatility.
9781883249632 (hbk.)
Bond market--Bonds--Prices--Portfolio management
332.632 FAB
Duration, convexity, and other bond risk measures / Frank J. Fabozzi. - West Sussex, England : Wiley, 1999. - 254 pages : illustrations ; 24 cm.
$ 110/-
GST-IN194/04
The Reasons Why a Bond's Price Changes --
Price Volatility Characteristics of Bonds --
The Basics of Duration and Convexity --
Duration Measures for Bonds with Embedded Options and Foreign Bonds --
Duration and Convexity for Mortgage-Backed Securities --
Yield Curve Risk Measures --
Risk Measures for Interest Rate Derivatives --
Other Risk Measures --
Measuring Yield Volatility.
9781883249632 (hbk.)
Bond market--Bonds--Prices--Portfolio management
332.632 FAB