Fixed Income Securities II: Interest-Rate Risk

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar
Additional contact information
Moorad Choudhry: Europe Arad Bank plc
Didier Joannas: Thomson Reuters-Risk in North Asia
Gino Landuyt: Europe Arad Bank plc
Rod Pienaar: UBS AG prime services

Chapter 5 in Capital Market Instruments, 2010, pp 123-138 from Palgrave Macmillan

Abstract: Abstract In this chapter we discuss the sensitivity of bond prices to changes in market interest rates, and the key concepts of duration and convexity.

Keywords: Cash Flow; Bond Price; Bond Yield; Market Interest Rate; Interest Rate Risk (search for similar items in EconPapers)
Date: 2010
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-27938-4_5

Ordering information: This item can be ordered from
http://www.palgrave.com/9780230279384

DOI: 10.1057/9780230279384_5

Access Statistics for this chapter

More chapters in Palgrave Macmillan Books from Palgrave Macmillan
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().