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Duration, Convexity, and Other Bond Risk Measures

Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available. Financial expert;

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Financial Risk Management

duration, and convexity to find the risk exposure and interest rate risk sensitivity of an asset. Understand bond immunization to manage risk, and;

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Bond Markets

stripped MBS. Fabozzi examines the latest analytical techniques, including total return, duration, convexity, and option-adjusted spread, and;

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Bond and Money Markets

instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias

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Bond and Money Markets: Strategy, Trading, Analysis

bond futures, swaps, options, structured products, and option valuation modelsInterest-rate risk, duration analysis, convexity, and;

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Fixed Income Analytics

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and;

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Fixed Income Analytics

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and;

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Investments

discussion of duration, convexity, credit risk, sovereign risk, foreign exchange risk, and more. * Four views are reflected - Discusses the existence;

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Investments

discussion of duration, convexity, credit risk, sovereign risk, foreign exchange risk, and more. * Four views are reflected - Discusses the existence;

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Bond Pricing and Yield Curve Modeling

In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia;

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Bond Pricing and Portfolio Analysis

basic tools of bond evaluation, including duration, convexity, and immunization. Among the book's most valuable contributions is a general;

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Bond Pricing and Portfolio Analysis

basic tools of bond evaluation, including duration, convexity, and immunization. Among the book's most valuable contributions is a general;

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Financial Risk Management

and how to manage it. Besides the risk measures duration and convexity, two different approaches to value at risk, the historical simulation;

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Bond Duration and Immunization

First published in 1982, Bond Duration and Immunization is a collection of seminal papers featuring articles from high profile academics;

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Market Risk Analysis

this volume include:* Duration-Convexity approximation to bond portfolios, and portfolio immunization;* Pricing floaters and vanilla, basis and;

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Fixed-Income Analysis for the Global Financial Market

information on: The global money market Foreign exchange transaction and foreign exchange derivatives Bonds and zero coupon bonds - including a risk;

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Bond Math 2Nd Edition

rates of return, yield statistics, and interest rate swaps * Understand duration-based risk measures, and more Memorizing formulas is one thing;

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Divergence of Risk Measures across Different Market Conditions

results emerge from our analysis. First, risk measures' divergence tends to be higher in relatively opaque markets where corruption, legal and;

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Financial Risk Management for Pension Plans

, immunization, and develops alternative immunization methodologies, as well as other risk management tools, such as value-at-risk, risk-based-capital;

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Managing Credit Risk in Corporate Bond Portfolios

and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide range of topics surrounding;

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Variational Methods in Nonlinear Elasticity

is fundamental. It also provides self-contained, concise accounts of quasi convexity, polyconvexity, and rank-one convexity, which are used in nonlinear;

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Handbook of Fixed Income Securities

text and the CD material would prevent frequency of breaches of risk measures and improve accuracy and speed of computation. This book covered;

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Direct Real Estate Duration Risk, Total Risk and the Residential Mortgage Life Insurance (Rmli)

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Advanced Fixed Income Analytics

, including inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and volatility risk, and risk measures and;

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Fixed Income Mathematics

; Bond pricing and return analysis; The yield curve and its application to pricing and duration; and Analyzing complex bonds.;

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Bond Investing For Dummies, 3rd Edition

and other shifting sands affect bond investing Minimize your risk and maximize your returns with proven advice from an expert financial;

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Advanced Bond Portfolio Management

forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio;

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