Providence University Luking Library Webpac

Home > Information

Check-outs :

Brief

MARC

001

522586

003

DLC

005

20060413120126.0

008		060619s2005 nju b 001 0 eng
010		\|a 2005000048
020		\|a0471427241 (cloth/cd-rom)
040		\|aDLC\|cDLC\|dDLC\|dPVY
050	0	\|aHG6024.5\|b.N39 2005
092	0	\|a332.6323\|bN23
095		\|pBOOK\|d332.6323\|eN23
100	1	\|aNawalkha, Sanjay K.
245	10	\|aInterest rate risk modeling :\|bthe fixed income valuation course /\|cSanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
260		\|aHoboken, N.J. :\|bJohn Wiley & Sons,\|cc2005.
300		\|a396 p. ;\|c24 cm. +\|e1 CD-ROM.
440	0	\|aWiley finance series
504		\|aIncludes bibliographical references and index.
505	0	\|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.
650	0	\|aInterest rate risk\|xMathematical models.
650	0	\|aBonds\|xValuation\|xMathematical models
650	0	\|aFixed-income securities\|xValuation\|xMathematical models.
700	1	\|aSoto, Gloria M.
700	1	\|aBeliaeva, Natalia A.,\|d1975-
740	01	\|aFixed income valuation course.
856	41	\|3Table of contents\|uhttp://www.loc.gov/catdir/toc/ecip055/2005000048.html
910		\|a20060619

人氣指樹

Export

Top

Please login for this service.

Similar Items :