Bond Duration and Immunization Early Developments and Recent Contributions Routledge Library Editions: Financial Markets Series
Coordonnateur : Hawawini Gabriel
First published in 1982, Bond Duration and Immunization is a collection of seminal papers featuring articles from high profile academics such as Frederick McCaulay, John Hicks, and F.M. Redington. This collection also features several articles published in British actuarial journals often unavailable outside of the UK, and a strong collection of articles which contextually offer a significant contribution to the field. This strong collection will appeal to anyone working or researching in the area of bond duration and immunization.
1. Bond Duration and Immunization: An Introduction and a Bibliographical Index Part I: Bond Duration 2. Some Theoretical Problems Suggested by the Movement of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856 3. On the Mathematics of Macaulay’s Duration 4. Value and Capital 5. Bond Price Volatility and the Term to Maturity: A Generalized Specification 6. A ‘Duration’ Fallacy 7. Duration Forty Years Later 8. Duration and Risk Assessment for Bonds and Common Stocks: A Note Part II: Immunization 9. Review of the Principles of Life-Office Valuations 10. Immunization 11. Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naïve and Optimal Strategies 12. Immunization, Duration, and the Term Structure of Interest Rates 13. A Practical Approach to Applying Immunization Theory 14. Immunization Under Stochastic Models of the Term Structure
Gabriel Hawawini is Professor of Finance at INSEAD University, Singapore
Date de parution : 05-2019
15.6x23.4 cm
Disponible chez l'éditeur (délai d'approvisionnement : 14 jours).
Prix indicatif 40,18 €
Ajouter au panierDate de parution : 11-2017
15.6x23.4 cm
Thèmes de Bond Duration and Immunization :
Mots-clés :
Coupon Bond; Bond Duration; High Grade Corporate Bonds; Immunization; Duration Strategy; Early Developments; Pure Discount Bond; Recent Contributions; Holding Period Yields; Gabriel A; Hawawini; Macaulay’s Duration; Low Coupon Bonds; Frederick R; Macaulay; With-profit Business; John R; Hicks; Observed Term Structure; Michael H; Hopewell; Bond Price Volatility; George G; Kaufman; Observed Yield Curve; Miles Livingston; Yield Curve; John Caks; High Coupon Bonds; Jonathan E; Ingersoll; Black Scholes Option Pricing Formula; Jeffrey Skelton; Default Free Bonds; Roman L; Weil; Net Premium; John A; Boquist; High Grade Bond; George A; Racette; Bond’s Duration; Gary G; Schlarbaum; Bonus Reserve; F; M; Redington; Holding Period; G; E; Wallas; Coupon Rate; Lawrence Fisher; Bond Price; Roman L; Weil; Discount Bond; G; O; Bierwag; Bond Portfolio; George G; Kaufman; Bond Selling; A; D; Shedden; P; P; Boyle