Bond Pricing and Portfolio Analysis - ISBN:0262041855

Bond Pricing and Portfolio Analysis

Date: 14 April 2011, 01:03

Free register and download UseNet downloader, then you can FREE Download from UseNet.

Download without Limit " Bond Pricing and Portfolio Analysis " from UseNet for FREE!

Product 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.

Download Links:

Download Link (High Speed Download)

Download Link (http://www.filesonic.com/...0)

DISCLAIMER:

This site does not store Bond Pricing and Portfolio Analysis on its server. We only index and link to Bond Pricing and Portfolio Analysis provided by other sites. Please contact the content providers to delete Bond Pricing and Portfolio Analysis if any and email us, we'll remove relevant links or contents immediately.