TY  - BOOK
AU  - La Grandville,Olivier de
TI  - Bond pricing and portfolio analysis: protecting investors in the long run 
SN  - 8120328884
U1  - 332.6323 
PY  - 2005///
CY  - New Delhi
PB  - Prentice-Hall of India
KW  - Interest rates
KW  - Investment analysis
KW  - Portfolio management
N1  - This book avails 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, it presents a unified framework for understanding the basic tools of bond evaluation, including duration, convexity, and immunization. A special feature of the book 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
ER  -