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Valuation and Risk Analysis of International Bonds," Chapter 35 of The Handbook of Fixed Income Securities, Fourth Edition, Frank J. Fabozzi (Ed.), Business One Irwin, Homewood, IL, 1995, pp. 733-749.
Jan 1, 1995
This article presents approaches first for constructing valuation models for fixed-income securities and second for assessing the risk in portfolios of these assets. The linkages across markets in the form of currencies are also addressed in a manner which facilitates the analysis of risk by separating the local market aspects from those purely attributable to currency fluctuations.
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