A. D. Shedden
actuarial science
advanced bond risk management techniques
asset liability management
Black Scholes Option Pricing Formula
Bond Duration
Bond Portfolio
Bond Price
Bond Price Volatility
Bond Selling
Bond's Duration
Bond’s Duration
Bonus Reserve
Category=KC
Category=KFF
Category=KFFH
Category=KFFL
Category=KFFM
Category=KJ
Coupon Bond
Coupon Rate
Default Free Bonds
Discount Bond
Duration Strategy
Early Developments
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
F. M. Redington
fixed income analysis
Frederick R. Macaulay
G. E. Wallas
G. O. Bierwag
Gabriel A. Hawawini
Gary G. Schlarbaum
George A. Racette
George G. Kaufman*
High Coupon Bonds
High Grade Bond
High Grade Corporate Bonds
Holding Period
Holding Period Yields
Immunization
interest rate risk
Jeffrey Skelton
John A. Boquist
John R. Hicks
John** Caks
Jonathan E. Ingersoll
Lawrence Fisher
Low Coupon Bonds
Macaulay's Duration
Macaulay’s Duration
Michael H. Hopewell
Miles* Livingston
Net Premium
Observed Term Structure
Observed Yield Curve
P. P. Boyle
portfolio immunisation strategies
Pure Discount Bond
Recent Contributions
Roman L.* Weil
term structure modelling
With-profit Business
Yield Curve
Product details
- ISBN 9781138504363
- Weight: 580g
- Dimensions: 156 x 234mm
- Publication Date: 29 May 2019
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
Secure
checkout
Fast Shipping
Easy returns
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.
Gabriel Hawawini isProfessor of Finance at INSEAD University, Singapore
