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Product details File Size: Wiley; 1 edition August 20, Publication Date: August 20, Sold by: Related Video Shorts 0 Upload your video. Share your thoughts with other customers. Write a customer review.

Frank J. Fabozzi

There was a problem filtering reviews right now. Please try again later. 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, but I needed to quote someone on this or that about such. I looked for a book by Fabozzi since, for example, my granddaughter, Melody, who was a bond analyst for a very large brokerage firm, and her husband who worked with exotic derivatives, each considered Frank's Handbooks in their respective fields to be authoritative.

I ordered this book expecting a big, fat handbook and found instead that it is of moderate size, complete on the subject as far as I a layman in this field can tell,and easy to navigate thanks to a thorough index. 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.

I'm new to bond; in fact I use this book for my thesis work specific to bond duration and convexity and it helped me a lot from cringes usually caused by bond mathematical formulas and more importantly, misconception I had earlier about bond duration. The book is clear, concise and easy to understand. For anyone who is interested in bond beyond its yield and price. This a good basic introduction.

Duration, Convexity, and Other Bond Risk Measures - Frank J. Fabozzi, CFA - Google Книги

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Duration, Convexity, and Other Bond Risk Measures

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ComiXology Thousands of Digital Comics. East Dane Designer Men's Fashion. Shopbop Designer Fashion Brands. Withoutabox Submit to Film Festivals. Related Video Shorts 0 Upload your video. Try the Kindle edition and experience these great reading features: Share your thoughts with other customers. Write a customer review. There was a problem filtering reviews right now. Please try again later. 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, but I needed to quote someone on this or that about such. I looked for a book by Fabozzi since, for example, my granddaughter, Melody, who was a bond analyst for a very large brokerage firm, and her husband who worked with exotic derivatives, each considered Frank's Handbooks in their respective fields to be authoritative.

Product details

I ordered this book expecting a big, fat handbook and found instead that it is of moderate size, complete on the subject as far as I a layman in this field can tell,and easy to navigate thanks to a thorough index. 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.

I'm new to bond; in fact I use this book for my thesis work specific to bond duration and convexity and it helped me a lot from cringes usually caused by bond mathematical formulas and more importantly, misconception I had earlier about bond duration. The book is clear, concise and easy to understand. For anyone who is interested in bond beyond its yield and price. This a good basic introduction. Also try Interest Rate Risk Modeling: You can grasp the idea of duration, convexity and other commonly used terms.