Bond Pricing & Portfolio Analysis: Protecting Investors in the Long Run

by Olivier de La Grandville

Book Overview

This text makes accessible the most important methodological advances in bond evaluation from the past twenty years. With uncommon precision and a strong emphasis on the underlying economic fundamentals, Olivier de La Grandville presents a unified framework for understanding the basic tools of bond evaluation, including duration, convexity, and immunization. Among the book's most valuable contributions is a general immunization theorem that can...

• Format: Paperback
• Language: English
• ISBN: 0262541459
• ISBN13: 9780262541459
• Release Date: January 2003
• Publisher: Mit Press
• Length: 473 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.0" x 6.5" x 8.6"
• Age Range: 18 years and up
• Grade Range: Postsecondary and higher