Understanding Fixed-Income Risk and Return
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Understanding Fixed-Income Risk and Return

In this course, you will learn about the measurement of interest rate risk using two key concepts, namely, duration and convexity. You will learn about how to calculate and interpret duration and convexity, and other related concepts. It’s an important reading and you should get a good grasp on these concepts.

Course Content

Resources

Understanding Fixed-Income Risk and Return

Study Notes for Understanding Fixed-Income Risk and Return

PDF

What's Included:

eBook in PDF format
All code files used in the book
All data files used in the book
All related book resources

Topics Covered

Risk Management
Securities & Markets