01550cam2-22003851i-450-99000793799040332120100519114339.0000793799FED01000793799(Aleph)000793799FED0100079379920100519d1998----km-y0itay50------baitaITabe-----001yy<<9.:>Topografia di Lipari in età greca e romanadi Luigi Bernabò Brea; Madeleine CavalierPalermoRegione siciliana. Assessorato ai Beni Culturali e ambientali19982 v.ill.33 cm1.: L'Acropoli / di Luigi Bernabò Brea, Madeleine Cavalier, François Villard; disegni di Rosario Giardina2.: La città bassa / di Luigi Bernabò Brea, Madeleine Cavalier; con la collaborazione di Filippo Famularo; appendici di Maria Amalia Mastelloni ... [et al.]; disegni di Rosario Giardina0010004170172001Meligunìs Lipára09Scavi archelogiciLipari930.121itaBernabò Brea,Luigi<1910-1999>397511Cavalier,Madeleine<1928- >162653Villard,François<1924- >Famularo,FilippoMastelloni,Maria AmaliaGiardina,RosarioITUNINAREICATUNIMARCBK990007937990403321930.1 MEL 1 (9.1-9.2)Bibl. 49981FLFBCFLFBCTopografia di Lipari in età greca e romana749307UNINA03212nam 2200649Ia 450 991078441570332120221206105552.01-280-27701-797866102770180-471-73744-5(CKB)1000000000355761(EBL)231727(OCoLC)133167886(SSID)ssj0000180848(PQKBManifestationID)11177728(PQKBTitleCode)TC0000180848(PQKBWorkID)10157750(PQKB)11281986(MiAaPQ)EBC231727(Au-PeEL)EBL231727(CaPaEBR)ebr10114253(CaONFJC)MIL27701(EXLCZ)99100000000035576120050104d2005 uy 0engur|n|---|||||txtccrInterest rate risk modeling[electronic resource] the fixed income valuation course /Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. BeliaevaHoboken, N.J. John Wileyc20051 online resource (429 p.)Wiley finance seriesDescription based upon print version of record.0-471-42724-1 Includes bibliographical references (p. 377-382) 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.The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provideWiley finance series.Interest rate riskMathematical modelsBondsValuationMathematical modelsFixed-income securitiesValuationMathematical modelsInterest rate riskMathematical models.BondsValuationMathematical models.Fixed-income securitiesValuationMathematical models.332.632383.03bclNawalkha Sanjay K878026Soto Gloria M878028Beli͡aeva Natalʹi͡a A(Natalʹi͡a Anatolʹevna),1975-878027MiAaPQMiAaPQMiAaPQBOOK9910784415703321Interest rate risk modeling3762107UNINA