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

by Olivier de La Grandville

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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

Related Subjects

Accounting Accounting & Finance Bonds Business Business & Investing Economics Finance Investing Popular Economics

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

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