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1 of 1 people found the following review helpful:
4.0 out of 5 stars
Bond experts will like it,
By Finance practitioner (Europe) - See all my reviews
This review is from: Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run (Paperback)
Interesting read on generalized immunization theorem. When looking for protection against non-parallel shifts of the yield curve you can use Olivier de la Grandville's generalized immunization theorem to increase the convexity of a bond portfolio.
2 of 3 people found the following review helpful:
5.0 out of 5 stars
Optional reading,
This review is from: Bond Pricing and Portfolio Analysis: Protecting Investors in the Long Run (Paperback)
"Protecting investors in the long run" in the title reflects the author's interest in the concept of immunization - an instructive discussion, but not something special, even if MIT Press disagrees. If you grasp this material quickly enough, and opt to consult other books on derivatives math, you may find little reason to keep this one; Martellini et al. would be a good book to review before deciding.
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Bond Pricing and Portfolio Analysis by Olivier de La Grandville (Hardcover - September 18, 2000)
$95.00
In Stock | |
 
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