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Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) Hardcover - 1999 - 1st Edition
by Frank J. Fabozzi
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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.
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- Title Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series)
- Author Frank J. Fabozzi
- Binding Hardcover
- Edition number 1st
- Edition 1
- Pages 258
- Language ENG
- Publisher Wiley
- Date May 1999
- ISBN 9781883249632
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