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Interest rate risk modeling : = the ...

Beliaeva, Natalia A., (1975-.)

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Interest rate risk modeling : = the fixed income valuation course /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Interest rate risk modeling :/ Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
其他題名:	the fixed income valuation course /
作者:	Nawalkha, Sanjay K.
其他作者:	Beliaeva, Natalia A.,
出版者:	Hoboken, N.J. :J. Wiley, : c2005.,
面頁冊數:	xxvii, 396 p. :ill. col. ;24 cm. +1 CD-ROM (4 3/4 in.).
叢書名:	Wiley finance series.
內容註:	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.
標題:	Bonds - Valuation -
電子資源:	http://www.loc.gov/catdir/toc/ecip055/2005000048.htmlhttp://www.loc.gov/catdir/toc/ecip055/2005000048.html
ISBN:	0471427241 :

Interest rate risk modeling : = the fixed income valuation course /
Nawalkha, Sanjay K.

Interest rate risk modeling :the fixed income valuation course /Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva. - Hoboken, N.J. :J. Wiley,c2005. - xxvii, 396 p. :ill. col. ;24 cm. +1 CD-ROM (4 3/4 in.). - Wiley finance series..

Includes bibliographical references and index.

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.

ISBN: 0471427241 :US89.95

LCCN: 2005000048Subjects--Topical Terms:

749209
Bonds
--Valuation

LC Class. No.: HG6024.5 / .N39 2005

Dewey Class. No.: 332.63/23

Interest rate risk modeling : = the fixed income valuation course /
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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.
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700 $a Soto, Gloria M. $3 749207
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