Frank J. Fabozzi, Francesco A. Fabozzi
Abstract
The previous chapter was the first of two chapters on bond analytics. In the previous chapter, the pricing of debt instruments and the various yield measures were explained. In this chapter, we describe bond analytics that address interest rate risk analytics and credit risk analytics.
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The previous chapter was the first of two chapters on bond analytics. In the previous chapter, the pricing of debt instruments and the various yield measures were explained. In this chapter, we describe bond analytics that address interest rate risk analytics and credit risk analytics.
Key concepts: Credit risk, Business, Risk analysis (engineering), Actuarial science