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Table Of Contents

1 A FIRST VISIT TO INTEREST RATES AND BONDS
2 AN ARBITRAGE-ENFORCED VALUATION OF BONDS
4 DURATION: DEFINITION, MAIN PROPERTIES, AND USES
6 IMMUNIZATION: A FIRST APPROACH
7 CONVEXITY: DEFINITION, MAIN PROPERTIES, AND USES
8 THE IMPORTANCE OF CONVEXITY IN BOND MANAGEMENT
9 THE YIELD CURVE AND THE TERM STRUCTURE OF INTEREST RATES
12 TWO IMPORTANT APPLICATIONS
14 INTRODUCING THE CONCEPT OF DIRECTIONAL DURATION
15 A GENERAL IMMUNIZATION THEOREM, AND APPLICATIONS
16 ARBITRAGE PRICING IN DISCRETE AND CONTINUOUS TIME
BY WAY OF CONCLUSION: SOME FURTHER STEPS
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Olivier de La Grandville-Bond Pricing and Portfolio Analysis-The MIT Press(2000)

Olivier de La Grandville-Bond Pricing and Portfolio Analysis-The MIT Press(2000)

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Published by: João Henrique Reis Menegotto on Jan 13, 2012
Copyright:Attribution Non-commercial

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04/29/2013

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