Description

Book Synopsis
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.

Table of Contents
1. Overview.

2. The Reasons Why a Bond's Price Changes.

3. Price Volatility Characteristics of Bonds.

4. The Basics of Duration and Convexity.

5. Duration Measures of Bonds with Embedded Options and Foreign Bonds.

6. Duration and Convexity for Mortgage-Backed Securities.

7. Yield Curve Risk Measures.

8. Risk Measures for Interest Rate Derivatives.

9. Other Risk Measures.

10. Measuring Yield Volatility.

Index.

Duration, Convexity, and Other Bond Risk Measures

    Product form

    £63.75

    Includes FREE delivery

    RRP £85.00 – you save £21.25 (25%)

    Order before 4pm tomorrow for delivery by Thu 2 Jul 2026.

    A Hardback by Frank J. Fabozzi

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Duration, Convexity, and Other Bond Risk Measures by Frank J. Fabozzi

      Publisher: John Wiley & Sons Inc
      Publication Date: 31/05/1999
      ISBN13: 9781883249632, 978-1883249632
      ISBN10: 1883249635
      Also in:
      Investment and securities

      Description

      Book Synopsis
      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.

      Table of Contents
      1. Overview.

      2. The Reasons Why a Bond's Price Changes.

      3. Price Volatility Characteristics of Bonds.

      4. The Basics of Duration and Convexity.

      5. Duration Measures of Bonds with Embedded Options and Foreign Bonds.

      6. Duration and Convexity for Mortgage-Backed Securities.

      7. Yield Curve Risk Measures.

      8. Risk Measures for Interest Rate Derivatives.

      9. Other Risk Measures.

      10. Measuring Yield Volatility.

      Index.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account