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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 /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Interest rate risk modeling :/ Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
Reminder of title:	the fixed income valuation course /
Author:	Nawalkha, Sanjay K.
other author:	Beliaeva, Natalia A.,
Published:	Hoboken, N.J. :J. Wiley, : c2005.,
Description:	xxvii, 396 p. :ill. col. ;24 cm. +1 CD-ROM (4 3/4 in.).
Series:	Wiley finance series.
[NT 15003449]:	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.
Subject:	Bonds - Valuation -
Online resource:	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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010 $a 2005000048
020 $a 0471427241 : $c US89.95
035 $a FN94ARB067 iep940233
040 $a DLC $c DLC $d DLC
050 0 0 $a HG6024.5 $b .N39 2005
082 0 0 $a 332.63/23 $2 22
100 $a Nawalkha, Sanjay K. $3 749208
245 1 0 $a Interest rate risk modeling : $b the fixed income valuation course / $c Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
260 $a Hoboken, N.J. : $c c2005. $b J. Wiley,
300 $a xxvii, 396 p. : $b ill. col. ; $c 24 cm. + $e 1 CD-ROM (4 3/4 in.).
440 0 $a Wiley finance series.
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 Bonds $x Valuation $x Mathematical models. $3 749209
650 $a Fixed-income securities $x Valuation $x Mathematical models. $3 719300
650 $a Interest rate risk $x Mathematical models. $3 690265
700 $a Beliaeva, Natalia A., $d 1975-. $3 749206
700 $a Soto, Gloria M. $3 749207
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/ecip055/2005000048.html $z http://www.loc.gov/catdir/toc/ecip055/2005000048.html