000384027 000__ 02310nam\a2200505Ia\4500
000384027 001__ 384027
000384027 003__ MiAaPQ
000384027 005__ 20211102003434.0
000384027 006__ m\\\\\o\\d\\\\\\\\
000384027 007__ cr\cn\nnnunnun
000384027 008__ 050104s2005\\\\njua\\\\ob\\\\001\0\eng\d
000384027 010__ $$z  2005000048
000384027 020__ $$z0471427241 (hbk. : cd-rom)
000384027 035__ $$a(MiAaPQ)EBC231727
000384027 035__ $$a(Au-PeEL)EBL231727
000384027 035__ $$a(CaPaEBR)ebr10114253
000384027 035__ $$a(CaONFJC)MIL27701
000384027 035__ $$a(OCoLC)133167886
000384027 040__ $$aMiAaPQ$$cMiAaPQ$$dMiAaPQ
000384027 050_4 $$aHG6024.5$$b.N39 2005
000384027 08204 $$a332.6323$$222
000384027 1001_ $$aNawalkha, Sanjay K.
000384027 24510 $$aInterest rate risk modeling:$$bthe fixed income valuation course /$$cSanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
000384027 24630 $$aFixed income valuation course
000384027 260__ $$aHoboken, N.J. :$$bJohn Wiley,$$cc2005.
000384027 300__ $$axxvii, 396 p. :$$bill.
000384027 336__ $$atext$$2rdacontent
000384027 337__ $$acomputer$$2rdamedia
000384027 338__ $$aonline resource$$2rdacarrier
000384027 4901_ $$aWiley finance series
000384027 504__ $$aIncludes bibliographical references (p. 377-382) and index.
000384027 5050_ $$aInterest rate risk modeling : an overview -- Bond price, duration, and convexity -- Estimation of the term structure of interest rates -- M-absolute and M-square risk measures -- Duration vector models -- Hedging with interest-rate futures -- Hedging with bond options: a general gaussian framework -- Hedging with interest-rate swaps and options: -- Key rate durations with var analysis -- Principal component model with var analysis -- Duration models for default-prone securities.
000384027 506__ $$aAccess limited to authorized users.
000384027 650_0 $$aInterest rate risk$$xMathematical models.
000384027 650_0 $$aBonds$$xValuation$$xMathematical models.
000384027 650_0 $$aFixed-income securities$$xValuation$$xMathematical models.
000384027 655_0 $$aElectronic books
000384027 7001_ $$aSoto, Gloria M.
000384027 7001_ $$aBeli͡aeva, Natalʹi͡a A.$$q(Natalʹi͡a Anatolʹevna),$$d1975-
000384027 830_0 $$aWiley finance series.
000384027 852__ $$bebk
000384027 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=231727$$zOnline Access
000384027 909CO $$ooai:library.usi.edu:384027$$pGLOBAL_SET
000384027 980__ $$aBIB
000384027 980__ $$aEBOOK
000384027 982__ $$aEbook
000384027 983__ $$aOnline