Olivier de La Grandville – Bond pricing and portfolio analysis

Description

Olivier de La Grandville – Bond pricing and portfolio analysis

Checkout more:

This product is available

You can refer to the screenshots here :

Please contact us to get free sample

Description:

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.

Get Olivier de La Grandville - Bond pricing and portfolio analysis on amazon4trader.com

Olivier de La Grandville, Bond pricing and portfolio analysis, Download Bond pricing and portfolio analysis, Free Bond pricing and portfolio analysis, Bond pricing and portfolio analysis Torrent, Bond pricing and portfolio analysis Review, Bond pricing and portfolio analysis Groupbuy.