Bond Price Volatility
Fabozzi Bmas7 Ch04 Im
Chapter 4 Bond Price Volatility. Introduction Bond volatility is a result of interest rate volatility: When interest rates go up bond prices go down.
Pricing Fixed-Income Securities. The Relationship Between Interest Rates and Option- Free Bond Prices Bond Prices A bond’s price is the present value.
Chapter 6 Beyond Duration
Chapter 4
Chapter6-Beyond Duration
