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Duration, convexity, and other bond risk measures

Duration, convexity, and other bond risk measures (2회 대출)

자료유형
단행본
개인저자
Fabozzi, Frank J.
서명 / 저자사항
Duration, convexity, and other bond risk measures / Frank J. Fabozzi.
발행사항
New Hope, Pa. :   Frank J. Fabozzi Associates ,   1999.  
형태사항
iii, 254 p. : ill. ; 24 cm.
ISBN
1883249635 9781883249632
서지주기
Includes bibliographical references and index.
일반주제명
Bonds. Bond market.
000 00789namuu2200253ia 4500
001 000045429976
005 20080326145449
008 991011s1999 paua b 001 0 eng d
020 ▼a 1883249635
020 ▼a 9781883249632
035 ▼a (KERIS)REF000006383053
040 ▼a ABC ▼c ABC ▼d 211009
050 4 ▼a HG4651 ▼b .F33 1999
082 0 4 ▼a 332.63/23 ▼2 22
090 ▼a 332.6323 ▼b F121d
100 1 ▼a Fabozzi, Frank J.
245 1 0 ▼a Duration, convexity, and other bond risk measures / ▼c Frank J. Fabozzi.
260 ▼a New Hope, Pa. : ▼b Frank J. Fabozzi Associates , ▼c 1999.
300 ▼a iii, 254 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Bonds.
650 0 ▼a Bond market.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 332.6323 F121d 등록번호 121166183 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

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.


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