Interest rate risk modeling : the fixed income valuation course /
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| Autore principale: | |
|---|---|
| Altri autori: | , |
| Natura: | Elettronico eBook |
| Lingua: | inglese |
| Pubblicazione: |
Hoboken, N.J. :
John Wiley,
[2005]
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| Serie: | Wiley finance series.
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| Soggetti: | |
| Accesso online: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/180345 Visualizza in OPAC |
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| 001 | ELB180345 | ||
| 003 | FINmELB | ||
| 005 | 20250820144314.0 | ||
| 006 | m o d | | ||
| 007 | cr cnu|||||||| | ||
| 008 | 250820s2005 njua ob 001 0 eng d | ||
| 020 | |a 9780471737445 |q (ebook) | ||
| 035 | |a (OCoLC)1538594521 | ||
| 040 | |a FINmELB |b eng |e rda |c FINmELB | ||
| 050 | 4 | |a HG6024.5 |b .N39 2005 | |
| 082 | 0 | |a 332.6323 |2 22 | |
| 100 | 1 | |a Nawalkha, Sanjay K. | |
| 245 | 1 | 0 | |a Interest rate risk modeling : |b the fixed income valuation course / |c Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva. |
| 246 | 3 | 0 | |a Fixed income valuation course |
| 264 | 1 | |a Hoboken, N.J. : |b John Wiley, |c [2005] | |
| 264 | 4 | |c Ã2005 | |
| 300 | |a xxvii, 396 p. : |b ill. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references (p. 377-382) and index. | ||
| 505 | 0 | |a Interest rate risk modeling : an overview -- Bond price, duration, and convexity -- Estimation of the term structure of interest rates -- M-absolute and M-square risk measures -- Duration vector models -- Hedging with interest-rate futures -- Hedging with bond options: a general gaussian framework -- Hedging with interest-rate swaps and options: -- Key rate durations with var analysis -- Principal component model with var analysis -- Duration models for default-prone securities. | |
| 588 | |a Description based on metadata supplied by the publisher and other sources. | ||
| 590 | |a Electronic resource. Santa Fe, Argentina: elibro, 2025. Available via the World Wide Web. Access may be limited to libraries affiliated with elibro. | ||
| 650 | 0 | |a Interest rate risk |x Mathematical models. | |
| 650 | 0 | |a Bonds |x Valuation |x Mathematical models. | |
| 650 | 0 | |a Fixed-income securities |x Valuation |x Mathematical models. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Soto, Gloria M. | |
| 700 | 1 | |a Beliaeva, Natalia A. |q (Natalia Anatolevna), |d 1975- | |
| 797 | 2 | |a elibro, Corp. | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/180345 |