Duration, Convexity, and Other Bond Risk Measures
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.
CHF 153.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V112:
Lieferbar in ca. 10-20 Arbeitstagen
Produktdetails
- ISBN: 978-1-883249-63-2
- EAN: 9781883249632
- Produktnummer: 9147588
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 1999
- Seitenangabe: 258 S.
- Masse: H24.2 cm x B16.9 cm x D2.0 cm 520 g
- Gewicht: 520
Über den Autor
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
100 weitere Werke von Frank J. Fabozzi:
Professional Perspectives on Fixed Income Portfolio Management, Volume 4
Ebook (PDF Format)
CHF 70.00
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
Ebook (PDF Format)
CHF 61.00
Bewertungen
Anmelden