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1999-05-31
Duration, Convexity, and Other Bond Risk Measures - de Frank J. Fabozzi (Author)
Caractéristiques Duration, Convexity, and Other Bond Risk Measures
Le tableau ci-dessous répertorie les points utiles sur Duration, Convexity, and Other Bond Risk Measures
| Le Titre Du Fichier | Duration, Convexity, and Other Bond Risk Measures |
| Date de Parution | 1999-05-31 |
| Traducteur | Tinashe Xavion |
| Chiffre de Pages | 700 Pages |
| Taille du fichier | 36.36 MB |
| Langage | Anglais & Français |
| Éditeur | New English Library |
| ISBN-10 | 7718492100-TQA |
| Type de E-Book | PDF AMZ EPub GDOC SDW |
| de (Auteur) | Frank J. Fabozzi |
| EAN | 147-6030980374-ZMU |
| Nom de Fichier | Duration-Convexity-and-Other-Bond-Risk-Measures.pdf |
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Duration Convexity and Other Bond Risk Measures Des milliers de livres avec la livraison chez vous en 1 jour ou en magasin avec 5 de réduction
Noté 005 Retrouvez Duration Convexity and Other Bond Risk Measures Frank J Fabozzi Series by Frank J Fabozzi 1May1999 Hardcover et des millions de livres en stock sur Achetez neuf ou doccasion
Zerocoupon and coupon bonds Reinvestment risk 4 Coupon rate and current yield 5 Yield to maturity 6 Yield curves different shapes and types 7 Forward rate 8 Bond par yield 2 Bond Price Sensitives 1 Overview on measuring price sensitivity 2 Duration modified duration 3 Convexity 4 Immunization 3 Interest rate risk Risk measures and hedging 1 Nature of interest risk 2 What
Computing Duration and Convexity with MatLab Computing Duration and Convexity with MatLab
Meilleure réponse Duration is a weighted average of the times of receipt of the bonds value so the result has a unit of time In practice it gives you an idea of how short or long term the bond is for the purpose of estimating interestrate sensitivity mostly so it makes sense that it is given in years
Meilleure réponse As I am sure you probably know duration means how long it takes in years for the cash flows to repay the price of the bond Not the maturity of the bond You can use it to compare bonds with different rates maturities and yields The shorter the duration the better usually because it
Duration convexity and other bond risk measures by Fabozzi Frank J Published 1999 An introduction to bond markets Published 1999 An introduction to bond markets by Choudhry Moorad