LEADER 03051nam  22006134a 450 
001 9910822932603321
005 20240416210343.0
010   $a1-282-09722-9
010   $a9786612097225
010   $a0-262-27424-8
010   $a1-4237-4679-1
035   $a(CKB)111035898479404
035   $a(CtWfDGI)bkb00000038
035   $a(SSID)ssj0000113686
035   $a(PQKBManifestationID)11984544
035   $a(PQKBTitleCode)TC0000113686
035   $a(PQKBWorkID)10100172
035   $a(PQKB)11433445
035   $a(MiAaPQ)EBC3338518
035   $a(Au-PeEL)EBL3338518
035   $a(CaPaEBR)ebr10173573
035   $a(OCoLC)957700694
035   $a(EXLCZ)99111035898479404
100   $a20000707d2001      uy         0
101 0 $aeng
135   $aurzn||||||
181   $ctxt
182   $cc
183   $acr
200 10$aBond pricing and portfolio analysis $eprotecting investors in the long run /$fOlivier de la Grandville
205   $a1st ed.
210   $aCambridge, Mass. $cMIT Press$d2001
215   $axvii, 455 p. $cill
300   $aTitle from title screen.
311   $a0-262-04185-5 
320   $aIncludes bibliographical references (p. 441-446) and index.
327   $aIntro -- INTRODUCTION -- 1 A FIRST VISIT TO INTEREST RATES AND BONDS -- 2 AN ARBITRAGE-ENFORCED VALUATION OF BONDS -- 3 THE VARIOUS CONCEPTS OF RATES OF RETURN ON BONDS: YIELD TO MATURITY AND HORIZON RATE OF RETURN -- 4 DURATION: DEFINITION, MAIN PROPERTIES, AND USES -- 5 DURATION AT WORK: THE RELATIVE BIAS IN THE T-BOND FUTURES CONVERSION FACTOR -- 6 IMMUNIZATION: A FIRST APPROACH -- 7 CONVEXITY: DEFINITION, MAIN PROPERTIES, AND USES -- 8 THE IMPORTANCE OF CONVEXITY IN BOND MANAGEMENT -- 9 THE YIELD CURVE AND THE TERM STRUCTURE OF INTEREST RATES -- 10 IMMUNIZING BOND PORTFOLIOS AGAINST PARALLEL MOVES OF THE SPOT RATE STRUCTURE -- 11 CONTINUOUS SPOT AND FORWARD RATES OF RETURN, WITH TWO IMPORTANT APPLICATIONS -- 12 TWO IMPORTANT APPLICATIONS -- 13 ESTIMATING THE LONG-TERM EXPECTED RATE OF RETURN, ITS VARIANCE, AND PROBABILITY DISTRIBUTION -- 14 INTRODUCING THE CONCEPT OF DIRECTIONAL DURATION -- 15 A GENERAL IMMUNIZATION THEOREM, AND APPLICATIONS -- 16 ARBITRAGE PRICING IN DISCRETE AND CONTINUOUS TIME -- 17 THE HEATH-JARROW-MORTON MODEL OF FORWARD INTEREST RATES, BOND PRICES, AND DERIVATIVES -- 18 THE HEATH-JARROW-MORTON MODEL AT WORK: APPLICATIONS TO BOND IMMUNIZATION -- BY WAY OF CONCLUSION: SOME FURTHER STEPS -- ANSWERS TO QUESTIONS -- FURTHER READING -- REFERENCES -- INDEX.
606   $aBonds$xPrices
606   $aInterest rates
606   $aInvestment analysis
606   $aPortfolio management
615  0$aBonds$xPrices.
615  0$aInterest rates.
615  0$aInvestment analysis.
615  0$aPortfolio management.
676   $a332.63/23
700   $aLa Grandville$b Olivier de$0295630
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910822932603321
996   $aBond pricing and portfolio analysis$9717607
997   $aUNINA