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Fixed Income Securities II: Interest-Rate Risk

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Book cover Capital Market Instruments

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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.

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Selected bibliography and references

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Author information

Authors and Affiliations

  1. Europe Arad Bank plc, London, UK

    Moorad Choudhry (Head of Treasury) & Gino Landuyt (Head of Treasury Sales)

  2. Thomson Reuters-Risk in North Asia, Hong Kong, China

    Didier Joannas (Regional Director)

  3. UBS AG prime services, London, UK

    Rod Pienaar (Executive Director)

Authors
  1. Moorad Choudhry
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  2. Didier Joannas
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  3. Gino Landuyt
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  4. Richard Pereira
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  5. Rod Pienaar
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Copyright information

© 2010 Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar

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Cite this chapter

Choudhry, M., Joannas, D., Landuyt, G., Pereira, R., Pienaar, R. (2010). Fixed Income Securities II: Interest-Rate Risk. In: Capital Market Instruments. Palgrave Macmillan, London. https://doi.org/10.1057/9780230279384_5

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