Duration, convexity, and other bond risk measures:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Hope, Pa.
Fabozzi
1999
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | III, 254 S. graph. Darst. |
| ISBN: | 1883249635 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Table of Contents
1. Overview 1
2. The Reasons Why a Bond s Price Changes 17
3. Price Volatility Characteristics of Bonds 37
4. The Basics of Duration and Convexity 53
5. Duration Measures for Bonds with Embedded Options and Foreign Bonds 85
6. Duration and Convexity for Mortgage Backed Securities 117
7. Yield Curve Risk Measures 145
8. Risk Measures for Interest Rate Derivatives 171
9. Other Risk Measures 203
10. Measuring Yield Volatility 233
Index 251
iii
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| any_adam_object | 1 |
| author | Fabozzi, Frank J. 1948- |
| author_GND | (DE-588)129772054 |
| author_facet | Fabozzi, Frank J. 1948- |
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| building | Verbundindex |
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| ctrlnum | (OCoLC)633377391 (DE-599)BVBBV013048898 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| indexdate | 2024-07-09T18:38:15Z |
| institution | BVB |
| isbn | 1883249635 |
| language | English |
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| physical | III, 254 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Fabozzi |
| record_format | marc |
| spelling | Fabozzi, Frank J. 1948- Verfasser (DE-588)129772054 aut Duration, convexity, and other bond risk measures Frank J. Fabozzi New Hope, Pa. Fabozzi 1999 III, 254 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Duration Wertpapier (DE-588)4232771-4 gnd rswk-swf Konvexität Kapitalanlage (DE-588)4410173-9 gnd rswk-swf Duration Wertpapier (DE-588)4232771-4 s Konvexität Kapitalanlage (DE-588)4410173-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008890950&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Fabozzi, Frank J. 1948- Duration, convexity, and other bond risk measures Duration Wertpapier (DE-588)4232771-4 gnd Konvexität Kapitalanlage (DE-588)4410173-9 gnd |
| subject_GND | (DE-588)4232771-4 (DE-588)4410173-9 |
| title | Duration, convexity, and other bond risk measures |
| title_auth | Duration, convexity, and other bond risk measures |
| title_exact_search | Duration, convexity, and other bond risk measures |
| title_full | Duration, convexity, and other bond risk measures Frank J. Fabozzi |
| title_fullStr | Duration, convexity, and other bond risk measures Frank J. Fabozzi |
| title_full_unstemmed | Duration, convexity, and other bond risk measures Frank J. Fabozzi |
| title_short | Duration, convexity, and other bond risk measures |
| title_sort | duration convexity and other bond risk measures |
| topic | Duration Wertpapier (DE-588)4232771-4 gnd Konvexität Kapitalanlage (DE-588)4410173-9 gnd |
| topic_facet | Duration Wertpapier Konvexität Kapitalanlage |
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