Cover of: Bond Pricing and Portfolio Analysis | Olivier de La Grandville Read Online

Bond Pricing and Portfolio Analysis Protecting Investors in the Long Run by Olivier de La Grandville

  • 476 Want to read
  • ·
  • 56 Currently reading

Published by The MIT Press .
Written in English


  • Investment & securities,
  • Business & Economics,
  • Business / Economics / Finance,
  • Business/Economics,
  • Accounting - General,
  • Finance,
  • Investments & Securities - Bonds,
  • Business & Economics / Finance

Book details:

The Physical Object
Number of Pages473
ID Numbers
Open LibraryOL10238049M
ISBN 100262541459
ISBN 109780262541459

Download Bond Pricing and Portfolio Analysis


Bond Pricing and Portfolio Analysis. Protecting Investors in the Long Run. Hardcover $ S £ Paperback $ X £ Not for sale on the Indian subcontinent. 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 the book's . Top Best Books – Bonds Market, Bond Trading, Bond Investing – The Bond Book (Third Edition)– Bond Markets, Analysis, and Strategies (7th Edition)– The Strategic Bond Investor– Managing a Corporate Bond Portfolio– Bonds: A Step by Step Analysis with Excel– Bonds: The Unbeaten Path to Secure Investment Growth– The Handbook of Municipal Bonds– The Coming Bond Market CollapseMore items.   PDF Bond Pricing and Portfolio Analysis Download Online Downlod the Book: ?book=

bond pricing & portfolio analysis: protecting inv Description This text makes available the most important methodological advances in bond evaluation from the past twenty years.   Get updated data about global government bonds. Find information on government bonds yields, bond spreads, and interest rates. Book Review. This fixed income book is an excellent manual on the practical application of strategies, principles, and methodologies available for assessing and evaluating fixed income securities.   A yield-to-maturity calculation is made by determining the interest rate (discount rate) that will make the sum of a bond's cash flows, plus accrued interest, equal to the current price of the bond. This calculation has two important assumptions: first, that the bond .

U.S. Rates 10 Year. 3/12/20 PM. U.S. Rates 30 Year. 3/12/20 PM. Bond Finder Advanced Search. All Government Corporate Covered Bonds Covered Bonds Public Covered Bonds . ISBN: OCLC Number: Description: xvii, pages: illustrations ; 24 cm: Contents: Introduction A First Visit to Interest Rates and Bonds An Arbitrage-Enforced Valuation of Bonds The Various Concepts of Rates of Return on Bonds. Maturity date: All bonds have maturity dates, some short-term, others long-term. When the bond matures, the bond issuer repays the investor the full face value of the bond. For corporate bonds, the face value of a bond is usually $1, and for government bonds. The bond's current yield is % ($1, annual interest / $18, x ). But the bond's yield to maturity in this case is higher. It considers that you can achieve compounding interest by reinvesting the $1, you receive each year. It also considers that when the bond .