Duration,Convexity,and Other Bond Risk Measures / Edition 1

Duration,Convexity,and Other Bond Risk Measures / Edition 1

by Frank J. Fabozzi
5.0 2
ISBN-10:
1883249635
ISBN-13:
9781883249632
Pub. Date:
05/30/1999
Publisher:
Wiley

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Duration,Convexity,and Other Bond Risk Measures 5 out of 5 based on 0 ratings. 2 reviews.
Guest More than 1 year ago
I used this book to prepare for interviews where questions on duration and convexity are very common. This book goes very deep into the two concepts for numerous products (option free bonds, callable/putable bonds, floaters, inverse floaters, MBS, futures,forwards, IRS, and even touches on options). This book cleared up a lot of the mess that comes about when learning duration/convexity for the first time.
Guest More than 1 year ago
Superbly written, and great quant.