000			01703nam a2200409Ia 4500
003			IBSLLIB
005			20240605122947.0
008			231217s9999 xx 000 0 und d
020			_a8120328884
040			_beng _aIBSLLIB
041			_hEng
082			_a332.66 _2GRA
100			_aGrandville , Olivier de La .
245		0	_aBond Pricing and Portfolio Analysis : _bProtecting Investors in the Long Run
260			_aNew Delhi : _bPrentice Hall , _c2001 .
300			_axvii . 455 p . : _bcharts . ill. ; _c23 cm
505			_aA First Visit to Interest Rates and Bonds.
505			_aAn Arbitrage- Enforced Valuation of Bonds.
505			_aThe Various Concepts of Rates of Return on Bonds: Yield to Maturity and Horizon Rate of Return.
505			_aDuration: Definition, Main Properties, and Uses.
505			_aDuration at Work: The Relative Bias in the T-Bond Futures Conversion Factor.
505			_aImmunization: A First Approach.
505			_aConvexity: A First Approach.
505			_aThe Importance of Convexity in Bond Management.
505			_aThe Yield Curve and The Term Structure of Interest Rates.
505			_aImmunizing Bond Portfolios Against Parallel Moves of the Spot Rate Structure.
505			_aContinuous Spot and Forward Rates of Return, with Two Important Applications.
505			_aEstimating the Long-Term Expected Rate of Return Its Variance, and Its Probability Distribution.
505			_aA General Immunization Theorem, and Applications.
650			_aFinancial Economics
650			_aInvestment Bank
653			_aInvestment
653			_aBond Pricing
653			_aDerivatives
653			_aImmunization
942			_cBK
999			_c17283 _d17283