Bond Pricing and Portfolio Analysis : (Record no. 17283)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01703nam a2200409Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | IBSLLIB |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240605122947.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 231217s9999 xx 000 0 und d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 8120328884 |
| 040 ## - CATALOGING SOURCE | |
| Language of cataloging | English |
| Original cataloging agency | IBSLLIB |
| 041 ## - LANGUAGE CODE | |
| Language code of original | Eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.66 |
| Edition number | GRA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Grandville , Olivier de La . |
| 245 #0 - TITLE STATEMENT | |
| Title | Bond Pricing and Portfolio Analysis : |
| Remainder of title | Protecting Investors in the Long Run |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New Delhi : |
| Name of publisher, distributor, etc. | Prentice Hall , |
| Date of publication, distribution, etc. | 2001 . |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii . 455 p . : |
| Other physical details | charts . ill. ; |
| Dimensions | 23 cm |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | A First Visit to Interest Rates and Bonds. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | An Arbitrage- Enforced Valuation of Bonds. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The Various Concepts of Rates of Return on Bonds: Yield to Maturity and Horizon Rate of Return. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Duration: Definition, Main Properties, and Uses. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Duration at Work: The Relative Bias in the T-Bond Futures Conversion Factor. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Immunization: A First Approach. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Convexity: A First Approach. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The Importance of Convexity in Bond Management. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The Yield Curve and The Term Structure of Interest Rates. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Immunizing Bond Portfolios Against Parallel Moves of the Spot Rate Structure. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Continuous Spot and Forward Rates of Return, with Two Important Applications. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Estimating the Long-Term Expected Rate of Return Its Variance, and Its Probability Distribution. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | A General Immunization Theorem, and Applications. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial Economics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investment Bank |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Investment |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Bond Pricing |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Derivatives |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Immunization |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Permanent Location | Current Location | Shelving location | Date acquired | Inventory number | Full call number | Barcode | Koha item type | Public note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Reference Collection | IBSL Library | IBSL Library | Reference Section | 17/12/2023 | 05879 | 332.66 GRA | 05879 | Lending Book | R 12 |