000			00988nam a22001937a 4500
999			_c108101 _d108101
005			20201210090345.0
008			201210b ||||| |||| 00| 0 eng d
020			_a9781883249632 (hbk.)
040			_c0
082			_a332.632 FAB
100			_aFabozzi, Frank J.
245			_aDuration, convexity, and other bond risk measures / _cFrank J. Fabozzi.
260			_aWest Sussex, England : _bWiley, _c1999.
300			_a254 pages : illustrations ; 24 cm.
500			_a$ 110/- GST-IN194/04
505			_aThe 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.
650			_2Bonds _aBond market _vPortfolio management _xBonds--Prices
942			_2ddc _cBK