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.

About the Author

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

Fishpond works with suppliers all over the world to bring you a huge selection of products, really great prices, and delivery included on over 25 million products that we sell. We do our best every day to make Fishpond an awesome place for customers to shop and get what they want — all at the best prices online.

About Fishpond

You can earn a 8% commission by selling Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) on your website. It's easy to get started - we will give you example code. After you're set-up, your website can earn you money while you work, play or even sleep! You should start right now!

Are you the Author or Publisher of a book? Or the manufacturer of one of the millions of products that we sell. You can improve sales and grow your revenue by submitting additional information on this title. The better the information we have about a product, the more we will sell!

Submit Information

Table of Contents

About the Author