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Interest rate risk modeling :the fix...

Beliaeva, Natalia A., (1975-)

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 /
其他題名:	Fixed income valuation course
作者:	Nawalkha, Sanjay K.
其他作者:	Soto, Gloria M.
出版者:	Hoboken, N.J. :J. Wiley,c2005.
面頁冊數:	xxvii, 396 p. :ill. ;24 cm.
附註:	Series statement on jacket.
叢書名:	Wiley finance series
標題:	Interest rate riskMathematical models.
ISBN:	0471427241 (cloth/cd-rom) :

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

Interest rate risk modeling :the fixed income valuation course /Fixed income valuation courseSanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva. - Hoboken, N.J. :J. Wiley,c2005. - xxvii, 396 p. :ill. ;24 cm. - Wiley finance series.

Series statement on jacket.

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 (cloth/cd-rom) :NT$2975

LCCN: 2005000048Subjects--Topical Terms:

233865
Interest rate risk
--Mathematical models.

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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050 0 0 $a HG6024.5 $b .N39 2005
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100 $a Nawalkha, Sanjay K. $3 233864
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. : $c c2005. $b J. Wiley,
300 $a xxvii, 396 p. : $b ill. ; $c 24 cm.
440 0 $a Wiley finance series
500 $a Series statement on jacket.
504 $a Includes bibliographical references 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.
650 $a Interest rate risk $x Mathematical models. $3 233865
650 $a Bonds $x Valuation $x Mathematical models $3 233866
650 $a Fixed-income securities $x Valuation $x Mathematical models. $3 212278
700 $a Soto, Gloria M. $3 233862
700 $a Beliaeva, Natalia A., $d 1975- $3 233863