Skip to content

Bond Pricing & Portfolio Analysis: Protecting Investors in the Long Run
Stock Photo: Cover May Be Different

Bond Pricing & Portfolio Analysis: Protecting Investors in the Long Run Paperback - 2003

by Olivier de Grandville


From the publisher

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.

Details

  • Title Bond Pricing & Portfolio Analysis: Protecting Investors in the Long Run
  • Author Olivier de Grandville
  • Binding Paperback
  • Edition International Ed
  • Pages 473
  • Volumes 1
  • Language ENG
  • Publisher MIT Press, Cambridge MA
  • Date March 1, 2003
  • Illustrated Yes
  • ISBN 9780262541459 / 0262541459
  • Weight 1.74 lbs (0.79 kg)
  • Dimensions 8.64 x 6.54 x 1.03 in (21.95 x 16.61 x 2.62 cm)
  • Ages 18 to UP years
  • Grade levels 13 - UP
  • Library of Congress Catalog Number 000058682
  • Dewey Decimal Code 332.632

About the author

Olivier de La Grandville is Professor of Economics at the University of Geneva and Visiting Professor in the Department of Management Science and Engineering at Stanford University.

Back to Top

More Copies for Sale

Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run
Stock Photo: Cover May Be Different

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

by De LA Grandville, Olivier

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780262541459 / 0262541459
Quantity Available
1
Seller
Exeter, Devon, United Kingdom
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
A$24.57
A$19.46 shipping to USA

Show Details

Description:
Mit Pr, 2003. Paperback. New. new edition edition. 473 pages. 8.50x6.50x1.00 inches.
Item Price
A$24.57
A$19.46 shipping to USA
Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run
Stock Photo: Cover May Be Different

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

by De LA Grandville, Olivier

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780262541459 / 0262541459
Quantity Available
1
Seller
Exeter, Devon, United Kingdom
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
A$123.42
A$19.46 shipping to USA

Show Details

Description:
Mit Pr, 2003. Paperback. New. new edition edition. 473 pages. 8.50x6.50x1.00 inches.
Item Price
A$123.42
A$19.46 shipping to USA
Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run (The MIT Press)
Stock Photo: Cover May Be Different

Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run (The MIT Press)

by Grandville, Olivier de La

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780262541459 / 0262541459
Quantity Available
1
Seller
San Diego, California, United States
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
A$170.56
A$8.46 shipping to USA

Show Details

Description:
The MIT Press, 2003-01-24. Paperback. New. New. In shrink wrap. Looks like an interesting title!
Item Price
A$170.56
A$8.46 shipping to USA