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Dynamic term structure modeling :the...

Beliaeva, Natalia A. (1975-)

Dynamic term structure modeling :the fixed income valuation course /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Dynamic term structure modeling :Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto.
Reminder of title:	the fixed income valuation course /
Author:	Nawalkha, Sanjay K.
other author:	Soto, Gloria M.
Published:	Hoboken, N.J. :John Wiley & Sons,c2007.
Description:	xxxvi, 683 p. :ill. ;24 cm. +1 CD-ROM (4 3/4 in.)
Series:	Wiley finance
Subject:	Finance.
Online resource:	http://www.loc.gov/catdir/toc/ecip075/2006037555.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0740/2006037555-b.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0740/2006037555-d.html
ISBN:	9780471737148 (hbk.)

Dynamic term structure modeling :the fixed income valuation course /
Nawalkha, Sanjay K.

Dynamic term structure modeling :the fixed income valuation course /Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto. - Hoboken, N.J. :John Wiley & Sons,c2007. - xxxvi, 683 p. :ill. ;24 cm. +1 CD-ROM (4 3/4 in.) - Wiley finance.

Includes bibliographical references (p. 647-657) and index.

A simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model.

ISBN: 9780471737148 (hbk.)

LCCN: 2006037555

Nat. Bib. No.: GBA716243bnb

Nat. Bib. Agency Control No.: 013683402UkSubjects--Topical Terms:

183252
Finance.

LC Class. No.: HG101 / .N39 2007

Dewey Class. No.: 332.01/51923

Dynamic term structure modeling :the fixed income valuation course /
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008 090528s2007 njua b 001 0 eng
010 $a 2006037555
015 $2 bnb $a GBA716243
016 7 $2 Uk $a 013683402
020 $a 9780471737148 (hbk.)
020 $a 0471737143 (hbk.) : $c NT2633
035 $a 00322274
040 $a DLC $c DLC $d BAKER $d BTCTA $d C#P $d DLC $d NLGGC $d UKM $d YDXCP
050 0 0 $a HG101 $b .N39 2007
082 0 0 $2 22 $a 332.01/51923
100 $a Nawalkha, Sanjay K. $3 233864
245 1 0 $a Dynamic term structure modeling : $b the fixed income valuation course / $c Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto.
260 $a Hoboken, N.J. : $c c2007. $b John Wiley & Sons,
300 $a xxxvi, 683 p. : $b ill. ; $c 24 cm. + $e 1 CD-ROM (4 3/4 in.)
440 0 $a Wiley finance
504 $a Includes bibliographical references (p. 647-657) and index.
505 0 $a A simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model.
650 $a Finance. $3 183252
650 $a Stochastic processes. $3 181874
700 $a Soto, Gloria M. $3 233862
700 $a Beliaeva, Natalia A. $q (Natalia Anatolevna), $d 1975- $3 444121
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/toc/ecip075/2006037555.html $z http://www.loc.gov/catdir/toc/ecip075/2006037555.html
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0740/2006037555-b.html $z http://www.loc.gov/catdir/enhancements/fy0740/2006037555-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0740/2006037555-d.html $z http://www.loc.gov/catdir/enhancements/fy0740/2006037555-d.html

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320000471732

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HG101 N328 2007

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1 CD-ROM (4 3/4 in.)

300080134509

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CF HG101 N328 Dk.1 2007

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