TY  - BOOK
AU  - Grandville , Olivier de La .
TI  - Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run
SN  - 8120328884 
U1  - 332.66 GRA
PY  - 2001///
CY  - New Delhi
PB  - Prentice Hall
KW  - Financial Economics
KW  - Investment Bank
KW  - Investment
KW  - Bond Pricing
KW  - Derivatives
KW  - Immunization
N1  - A First Visit to Interest Rates and Bonds.; An Arbitrage- Enforced Valuation of Bonds; The Various Concepts of Rates of Return on Bonds: Yield to Maturity and Horizon Rate of Return; Duration: Definition, Main Properties, and Uses; Duration at Work: The Relative Bias in the T-Bond Futures Conversion Factor; Immunization: A First Approach; Convexity: A First Approach.; The Importance of Convexity in Bond Management.; The Yield Curve and The Term Structure of Interest Rates.; Immunizing Bond Portfolios Against Parallel Moves of the Spot Rate Structure.; Continuous Spot and Forward Rates of Return, with Two Important Applications.; Estimating the Long-Term Expected Rate of Return Its Variance, and Its Probability Distribution; A General Immunization Theorem, and Applications
ER  -