Bond Pricing and Portfolio Analysis : Protecting Investors in the Long Run by e, Olivier De La Grandville
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Description
This comprehensive text makes accessible the most important methodological advances in bond evaluation of the past 20 years. With uncommon precision and a strong emphasis on the underlying economic fundamentals, de La Grandville presents a unified framework for understanding the basic tools of bond evaluation, including duration, convexity, immunization, and interest rate derivatives. 47 illustrations.
