Fixed Income Risk Measures Information

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A-Z Fixed Income Risk Measures Provider Directory

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Convexity and the Term Structure of Interest Rates
Lecture notes from the University of Illinois.
www.cba.uiuc.edu

Duration Matching and Convexity
Lecture notes from the University of Illinois.
www.cba.uiuc.edu

Interest Rate Risk and Duration Characteristics
Lecture notes from the University of Illinois.
www.cba.uiuc.edu

Bond Returns and Characteristics
A primer on bond yield definitions and sensitivity to changes in price.
www.efmoody.com

Finpipe.com: Duration and Convexity
Definitions and applications by finpipe.com.
www.finpipe.com

Duration Calculator
Tool that calculates yield-to-maturity and duration from price and coupon data. Click on "Risk Hedger."
www.karvy.com

Fixed Income Pricing

By Mary P. Kelley

Calculating bond prices correctly requires extensive research.

Bond pricing became more difficult as the bonds became more complex. The estate put and ratchet bonds are just two innovations that create difficulty when you attempt to get bond price quotes. What is fixed income pricing? It is a variety of things. Frequently the syndicate the markets a bond issue buys it at a discount and resells it at a profit. The difference is the spread. In order to sell the issue the prices for bonds ... Read more

Fixed Income Risk Measures

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Fixed Income Risk Measures

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