Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) | 
 enlarge | Author: Frank J. Fabozzi
Publisher: Wiley
Category: Book
List Price: $80.00
Buy New: $50.40
You Save: $29.60 (37%)
New (13) Used (11) from $47.52
Rating:  3 reviews
Sales Rank: 934859
Media: Hardcover
Edition: 1
Pages: 258
Number Of Items: 1
Shipping Weight (lbs): 1.1
Dimensions (in): 9.4 x 6.3 x 0.8
ISBN: 1883249635
Dewey Decimal Number: 332
EAN: 9781883249632
ASIN: 1883249635
Publication Date: May 1999
Availability: Usually ships in 24 hours
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Product Description
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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| Customer Reviews:
 Good book June 11, 2005
A Reader (Massachusetts)
1 out of 1 found this review helpful
This a good basic introduction. Also try Interest Rate Risk Modeling: A Fixed Income Valuation Course by Nawalkha et. al, and the website www.fixedincomerisk.com with a free forum and free software download.
 Frank's best short story October 13, 2003
V. Ghazarian (New York)
2 out of 3 found this review helpful
Fabozzi has a lot of intuitive books, but I think this is the best concise book out there that provides a focused discussion on Convexity and Duration. Lucid on all aspects of bond convexity and a very good analysis of option embedded bonds with negative convexity.
Comprehensive review of fundamental concepts. May 25, 2000
EYUP GULSUN (Turkey)
10 out of 12 found this review helpful
the book gives the fundamentals of risk management. You can grasp the idea of duration, convexity and other commonly used terms. The book especially tells how you will use the terms, not to derive them. I recommend the book, it is indeed useful
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