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100	1		_aLa Grandville, Olivier de _92746660
245	1		_aBond pricing and portfolio analysis : _b protecting investors in the long run / _cOlivier de La Grandville
260			_aNew Delhi : _bPrentice-Hall of India, _c2005
300			_axvii, 454p, 23cm.
504			_aThis 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.
650		0	_aInterest rates _92746661
650		0	_aInvestment analysis _92746662
650		0	_aPortfolio management _92746663
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904			_a<Interest rates><Investment analysis><Portfolio management>
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