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Interest rate risk modeling : the fixed income valuation course /
The definitive guide to fixed income valuation and risk analysisThe Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually ev...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley,
©2005.
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| Colección: | Wiley finance series.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 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 |
| 260 | |a Hoboken, N.J. : |b John Wiley, |c ©2005. | ||
| 300 | |a 1 online resource (xxvii, 396 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 347 | |a data file | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references (pages 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 | 0 | |a Print version record. | |
| 520 | |a The definitive guide to fixed income valuation and risk analysisThe Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides r. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 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. | |
| 650 | 6 | |a Taux d'intérêt |x Gestion du risque |x Modèles mathématiques. | |
| 650 | 6 | |a Obligations (Valeurs) |x Évaluation |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x Bonds. |2 bisacsh | |
| 650 | 7 | |a Bonds |x Valuation |x Mathematical models |2 fast | |
| 650 | 7 | |a Interest rate risk |x Mathematical models |2 fast | |
| 700 | 1 | |a Soto, Gloria M. | |
| 700 | 1 | |a Beliaeva, Natalia A., |d 1975- |1 https://id.oclc.org/worldcat/entity/E39PCjK4cRjQXvdxpVvXjyXxcP | |
| 758 | |i has work: |a Interest rate risk modeling (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFPBpGmVcr4Dh3GGW6kBCP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Nawalkha, Sanjay K. |t Interest rate risk modeling. |d Hoboken, N.J. : John Wiley, ©2005 |w (DLC) 2005000048 |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=231727 |z Texto completo |
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