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Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series)

Frank J. Fabozzi




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 | #1870125 in eBooks |  2007-08-20 |  2007-08-20 | File type: PDF | PDF # 1

||3 of 3 people found the following review helpful.| The title is what you get|By Harry Markowitz|My field has to do with stocks rather than bonds. My own book on Portfolio Selection: Efficient Diversification of Investments applies equally to all forms of investments but, as it has turned out, I have worked mostly with stocks. I know a bit about duration, convexity and all that, as any sometimes professor of finance should, bu|From the Back Cover|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 characteris

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...

You easily download any file type for your gadget.Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series)   |  Frank J. Fabozzi. I was recommended this book by a dear friend of mine.

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