Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run, vol 1

Olivier de La Grandville ()
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Olivier de La Grandville: University of Geneva

in MIT Press Books from The MIT Press

Abstract: 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.

Keywords: bond evaluation; duration; convexity; immunization (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2003
Edition: 1
ISBN: 0-262-54145-9
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Citations: View citations in EconPapers (2)

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