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Displaying 1 - 1 of 1 review
July 22, 2019
I got this book to better understand how the different attributes of a bond contributed to its calculated duration, convexity, yield, ... This book did not disappoint! Not only did I get both an academic and a practical perspective to bond math, I got shown where the different calculations live on the Bloomberg screens!
The only short fall in my opinion was that there was only two chapters on portfolio analytics (which is not really the focus of the book, so I cannot falter it too much).
The only short fall in my opinion was that there was only two chapters on portfolio analytics (which is not really the focus of the book, so I cannot falter it too much).
Displaying 1 - 1 of 1 review