Bond Pricing and Portfolio Analysis : Protecting Investors in the Long Run
Material type:
TextOriginal language: Eng Publication details: New Delhi : Prentice Hall , 2001 .Description: xvii . 455 p . : charts . ill. ; 23 cmISBN: - 8120328884
- 332.66 GRA
| Item type | Current library | Collection | Call number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Lending Book
|
IBSL Library Reference Section | Reference Collection | 332.66 GRA (Browse shelf(Opens below)) | Available | R 12 | 05879 |
A First Visit to Interest Rates and Bonds.
An Arbitrage- Enforced Valuation of Bonds.
The Various Concepts of Rates of Return on Bonds: Yield to Maturity and Horizon Rate of Return.
Duration: Definition, Main Properties, and Uses.
Duration at Work: The Relative Bias in the T-Bond Futures Conversion Factor.
Immunization: A First Approach.
Convexity: A First Approach.
The Importance of Convexity in Bond Management.
The Yield Curve and The Term Structure of Interest Rates.
Immunizing Bond Portfolios Against Parallel Moves of the Spot Rate Structure.
Continuous Spot and Forward Rates of Return, with Two Important Applications.
Estimating the Long-Term Expected Rate of Return Its Variance, and Its Probability Distribution.
A General Immunization Theorem, and Applications.
There are no comments on this title.