Bond Pricing and Portfolio Analysis by Olivier de la Grandville
Look inside with Google Book Preview
Bond Pricing and Portfolio Analysis
By Olivier de la Grandville

Bond Pricing and Portfolio Analysis

Protecting Investors in the Long Run

By (author) See other recent books by Olivier de la Grandville
Format: Paperback

Normal Price: $27.95
Your Price: $25.16 AUD, inc. GST
Shipping: $7.95 per order
You Save: $2.79! (10% off normal price)
Plus...earn $1.26 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply



Bond Pricing and Portfolio Analysis by Olivier de la Grandville

Book Description

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 be used by practitioners to protect investors against any change in the structure of spot interest rates. Also of note is the detailed presentation of the Heath-Jarrow-Morton model and a discussion of its relationships with classical immunization schemes. Each chapter is followed by a series of questions, problem sets, and projects; detailed solutions to all of them appear at the end of the book. Although the treatment is thorough and rigorous, the presentation throughout the book is intuitive.

Buy Bond Pricing and Portfolio Analysis book by Olivier de la Grandville from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780262541459
ISBN-10: 0262541459
Format: Paperback
(229mm x 178mm x 30mm)
Pages: 473
Imprint: MIT Press
Publisher: MIT Press Ltd
Publish Date: 14-Feb-2003
Country of Publication: United States

Other Editions...


Books By Author Olivier de la Grandville

Economic Growth by Olivier de la Grandville Economic Growth, Paperback (November 2016)

The second edition of this user-friendly book, offering a clear and original introduction to the theory of economic growth.

» View all books by Olivier de la Grandville

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Bond Pricing and Portfolio Analysis book by Olivier de la Grandville and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Author Biography - Olivier de la Grandville

Julian Savulescu, Ph.D., is Uehiro Chair in Applied Ethics at the University of Oxford and the Director of the Oxford Centre for Applied Ethics. He is Head of the Melbourne-Oxford Stem Cell Collaboration,devoted to examining the ethical implications of cloningand embryonic stem cell research. Dr. Savulescu is Editor of theJournal of Medical Ethics. He has published articles in the British Medical Journal, Lancet, Australasian Journal of Philosophy, Bioethics, The American Journal of Bioethics, and the Medical Journal of Australia.

Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Olivier de la Grandville close
Economic Growth by Olivier de la Grandville
Economic Growth by Olivier de la Grandville
Economic Growth by Olivier de la Grandville
Economic Growth by Olivier de la Grandville
»
BoomerangBooks.com.au close