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

Author

Listed:
  • Olivier de La Grandville

    (University of Geneva)

Abstract

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.

Suggested Citation

  • Olivier de La Grandville, 2003. "Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262541459, December.
    • Handle: RePEc:mtp:titles:0262541459
    as

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    Citations

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    Cited by:

    1. Simone Landini & Luisa Tibiletti & Mariacristina Uberti, 2021. "The Impact of the Extra-Costs on the Global Cost of Credit," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(7), pages 173-173, July.
    2. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, vol. 9(4), pages 1-28, March.

    More about this item

    Keywords

    bond evaluation; duration; convexity; immunization;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

    Statistics

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