Skip to content

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 Hardcover - 2000

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 and Portfolio Analysis: Protecting Investors in the Long Run
  • Author Olivier de Grandville
  • Binding Hardcover
  • Edition INTERNATIONAL ED
  • Pages 473
  • Volumes 1
  • Language ENG
  • Publisher MIT Press
  • Date September 18, 2000
  • Illustrated Yes
  • ISBN 9780262041850 / 0262041855
  • Weight 2.23 lbs (1.01 kg)
  • Dimensions 9.25 x 7.27 x 1.23 in (23.50 x 18.47 x 3.12 cm)
  • Ages 18 to UP years
  • Grade levels 13 - UP
  • Library of Congress subjects Investment analysis, Portfolio management
  • Library of Congress Catalog Number 00058682
  • 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
Stock Photo: Cover May Be Different

Bond Pricing and Portfolio Analysis

by LA Grandville, Olivier De; De LA Grandville, Olivier

  • Used
  • very good
  • Hardcover
  • first
Condition
Used - Very Good
Edition
1st Edition
Binding
Hardcover
ISBN 10 / ISBN 13
9780262041850 / 0262041855
Quantity Available
1
Seller
Toronto, Ontario, Canada
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
£16.29
£7.28 shipping to USA

Show Details

Description:
Mit Pr, 2000. 1st Edition. Hardcover. Very Good. 9x7x1. Clean With No Remarks Or Highlights Inside. 455 Pages With The Index. Text Is Clean. Hardcover.- We can ship from Canada and the USA, based on your address. Specializing in academic, collectible and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us.
Item Price
£16.29
£7.28 shipping to USA
Bond Pricing and Portfolio Analysis : Protecting Investors in the Long Run

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

by Olivier De La Grandville

  • Used
  • very good
  • Hardcover
Condition
Used - Very Good
Binding
Hardcover
ISBN 10 / ISBN 13
9780262041850 / 0262041855
Quantity Available
1
Seller
Seattle, Washington, United States
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
£18.97
FREE shipping to USA

Show Details

Description:
MIT Press, 2000. Hardcover. Very Good. Disclaimer:May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
Item Price
£18.97
FREE shipping to USA
Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run

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

by Grandville, Olivier de la

  • Used
  • very good
  • Hardcover
Condition
Used - Very Good
Binding
Hardcover
ISBN 10 / ISBN 13
9780262041850 / 0262041855
Quantity Available
1
Seller
Seattle, Washington, United States
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
£18.97
FREE shipping to USA

Show Details

Description:
Mit Press, 2000. Hardcover. Very Good. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
Item Price
£18.97
FREE shipping to USA
Bond Pricing and Portfolio Analysis
Stock Photo: Cover May Be Different

Bond Pricing and Portfolio Analysis

by Olivier de de La Grandville

  • Used
  • good
  • Hardcover
Condition
Used - Good
Binding
Hardcover
ISBN 10 / ISBN 13
9780262041850 / 0262041855
Quantity Available
1
Seller
HOUSTON, Texas, United States
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
£24.66
FREE shipping to USA

Show Details

Description:
The MIT Press, 2000-09-18. Hardcover. Good.
Item Price
£24.66
FREE shipping to USA