05487nam 2200697 450 991014064520332120230807210501.01-119-01417-41-119-01415-8(CKB)2670000000616811(EBL)1895916(SSID)ssj0001481272(PQKBManifestationID)11904128(PQKBTitleCode)TC0001481272(PQKBWorkID)11498800(PQKB)10818071(MiAaPQ)EBC1895916(Au-PeEL)EBL1895916(CaPaEBR)ebr11052395(CaONFJC)MIL785555(OCoLC)905600456(EXLCZ)99267000000061681120150513h20152015 uy 0engur|n|---|||||txtccrThe advanced fixed income and derivatives management guide /Saied SimozarChichester, England :Wiley,2015.©20151 online resource (365 p.)Wiley Finance SeriesDescription based upon print version of record.1-119-01416-6 1-119-01414-X Includes bibliographical references and index.Cover; Title Page; Copyright; Contents; List of Tables; List of Figures; Abbreviations; Notation; Preface; Acknowledgement; Foreword; About the Author; Introduction; Chapter 1 Review of Market Analytics ; 1.1 Bond Valuation; 1.2 Simple Bond Analytics; 1.3 Portfolio Analytics; 1.4 Key Rate Durations; Chapter 2 Term Structure of Rates; 2.1 Linear and Non-linear Space; 2.2 Basis Functions; 2.3 Decay Coefficient; 2.4 Forward Rates; 2.5 Par Curve; 2.6 Application to the US Yield Curve; 2.7 Historical Yield Curve Components; 2.8 Significance of the Term Structure Components2.9 Estimating the Value of Decay CoefficientChapter 3 Comparison of Basis Functions; 3.1 Polynomial Basis Functions; 3.2 Exponential Basis Functions; 3.3 Orthogonal Basis Functions; 3.4 Key Basis Functions; 3.5 Transformation of Basis Functions; 3.6 Comparison with the Principal Components Analysis; 3.7 Mean Reversion; 3.8 Historical Tables of Basis Functions; Chapter 4 Risk Measurement; 4.1 Interest Rate Risks; 4.2 Zero Coupon Bonds Examples; 4.3 Eurodollar Futures Contracts Examples; 4.4 Conventional Duration of a Portfolio; 4.5 Risks and Basis Functions4.6 Application to Key Rate Duration4.7 Risk Measurement of a Treasury Index; Chapter 5 Performance Attribution; 5.1 Curve Performance; 5.2 Yield Performance; 5.3 Security Performance; 5.4 Portfolio Performance; 5.5 Aggregation of Contribution to Performance; Chapter 6 Libor and Swaps; 6.1 Term Structure of Libor; 6.2 Adjustment Table for Rates; 6.3 Risk Measurement and Performance Attribution of Swaps; 6.4 Floating Libor Valuation and Risks; 6.5 Repo and Financing Rate; 6.6 Structural Problem of Swaps; Chapter 7 Trading; 7.1 Liquidity Management; 7.2 Forward Pricing; 7.3 Curve Trading7.4 Synthetic Securities7.5 Real Time Trading; Chapter 8 Linear Optimization and Portfolio Replication; 8.1 Portfolio Optimization Example; 8.2 Conversion to and from Conventional KRD; 8.3 KRD and Term Structure Hedging; Chapter 9 Yield Volatility; 9.1 Price Function of Yield Volatility; 9.2 Term Structure of Yield Volatility; 9.3 Volatility Adjustment Table; 9.4 Forward and Instantaneous Volatility; Chapter 10 Convexity and Long Rates; 10.1 Theorem: Long Rates Can Never Change; 10.2 Convexity Adjusted TSIR; 10.3 Application to Convexity; 10.4 Convexity Bias of Eurodollar FuturesChapter 11 Real Rates and Inflation Expectations11.1 Term Structure of Real Rates; 11.2 Theorem: Real Rates Can't Have Log-normal Distribution; 11.3 Inflation Linked (IL) Bonds; 11.4 Seasonal Adjustments to Inflation; 11.5 Inflation Swaps; Chapter 12 Credit Spreads; 12.1 Equilibrium Credit Spread; 12.2 Term Structure of Credit Spreads; 12.3 Risk Measurement of Credit Securities; 12.4 Credit Risks Example; 12.5 Floating Rate Credit Securities; 12.6 TSCS Examples; 12.7 Relative Values of Credit Securities; 12.8 Performance Attribution of Credit Securities; 12.9 Term Structure of Agencies12.10 Performance ContributionList of Tables v List of Figures viii Abbreviations x Notation xii Preface xvii Acknowledgement xxi Foreword xxii Introduction 1 1. Review of Market Analytics 5 1.1. Bond Valuation 5 1.2. Simple Bond Analytics 7 1.3. Portfolio Analytics 9 1.4. Key Rate Durations 13 2. Term Structure of Rates 16 2.1. Linear and Non-linear Space 16 2.2. Basis Functions 18 2.3. Decay Coefficient 22 2.4. Forward Rates 22 2.5. Par Curve 24 2.6. Application to the US Yield Curve 24 2.7. Historical Yield Curve Components 27 2.8. Significance of the Term Structure ComponentsWiley finance series.Fixed-income securitiesDerivative securitiesPortfoliio managementFixed-income securities.Derivative securities.Portfoliio management.332.63/2044BUS027000bisacshSimozar Saied1954-958885MiAaPQMiAaPQMiAaPQBOOK9910140645203321The advanced fixed income and derivatives management guide2172554UNINA01153nam0 22003011i 450 UON0002257520231205102025.37147-8420-702-320020107d1992 |0itac50 bajpnJP|||| 1||||Kokka to shukyo nihon shisoshi ronshu[a cura di] Gen Ryoin, Tamagake HiroyukiKyotoshibunkaku shuppan1992537 p.20 cmRELIGIONE E SOCIETA'GIAPPONEUONC002591FIGIAPPONESTATO E RELIGIONEUONC007665FIJPKyōtoUONL000059GIA VIIGIAPPONE - RELIGIONE E FILOSOFIAAGEN RyoinUONV015213TAMAGAKE HiroyukiUONV015214Shibunkaku ShuppanUONV248703650ITSOL20240220RICASIBA - SISTEMA BIBLIOTECARIO DI ATENEOUONSIUON00022575SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI GIA VII 053 N SI SA 79051 7 053 N Kokka to shukyo nihon shisoshi ronshu1199162UNIOR03386nam 22006615 450 991073538800332120231110142535.09783319446127331944612610.1007/978-3-319-44612-7(CKB)3710000001056385(MiAaPQ)EBC4803578(DE-He213)978-3-319-44612-7(Perlego)3494621(EXLCZ)99371000000105638520170210d2016 u| 0engurcnu||||||||rdacontentrdamediardacarrierBullying and Violence in South Korea From Home to School and Beyond /by Trent Bax1st ed. 2016.Cham :Springer International Publishing :Imprint: Palgrave Macmillan,2016.1 online resource (394 pages) illustrations, tablesPalgrave Advances in Criminology and Criminal Justice in Asia,2946-28869783319446110 3319446118 Includes bibliographical references and index.Chapter 1. Introduction - South Korea's Young, How Are You Doing? -- Chapter 2. The Initial Spark - A Contemporary History of School Violence -- Chapter 3. The Fuel - Consumer Culture, Exclusion, Ethics & Idols -- Chapter 4. The Fire - Bullying & Violence by Adults at Work -- Chapter 5. The Explosion - Political & Personal Reactions to School Violence.This book provides a fully-contextualised, multidisciplinary examination of bullying and violence in South Korean society. Bullying and violence has been a pressing societal issue since 2011, having been labelled as a 'social evil' to be eradicated by the government. However, the issue has been incorrectly confined to schools when in fact it is widespread in society and in professional settings, as Bax argues in this original new text. Through twenty in-depth case studies and original case material from a Juvenile Detention Centre, Bax examines the historical, cultural, political and social contexts of bullying and violence to better understand the nature of these crimes, the perpetrators, and how they come together in the broader cultural landscape within which the individual, the family, the school and the community are embedded.Palgrave Advances in Criminology and Criminal Justice in Asia,2946-2886Critical criminologyCrimeSociological aspectsTransnational crimeComputer crimesJuvenile delinquentsCritical CriminologyCrime and SocietyTransnational CrimeCybercrimeYouth Offending and Juvenile JusticeCritical criminology.CrimeSociological aspects.Transnational crime.Computer crimes.Juvenile delinquents.Critical Criminology.Crime and Society.Transnational Crime.Cybercrime.Youth Offending and Juvenile Justice.371.58Bax Trentauthttp://id.loc.gov/vocabulary/relators/aut1376501BOOK9910735388003321Bullying and Violence in South Korea3412357UNINA