TY  - BOOK
AU  - Fabozzi, Frank J.
TI  - Duration, convexity, and other bond risk measures
SN  - 9781883249632 (hbk.)
U1  - 332.632 FAB 
PY  - 1999///
CY  - West Sussex, England
PB  - Wiley
KW  - Bonds
KW  - Bond market
KW  - Portfolio management
KW  - Bonds--Prices
N1  - $ 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
ER  -