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010   $a1-280-27701-7
010   $a9786610277018
010   $a0-471-73744-5
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035   $a(EBL)231727
035   $a(OCoLC)133167886
035   $a(SSID)ssj0000180848
035   $a(PQKBManifestationID)11177728
035   $a(PQKBTitleCode)TC0000180848
035   $a(PQKBWorkID)10157750
035   $a(PQKB)11281986
035   $a(MiAaPQ)EBC231727
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035   $a(CaONFJC)MIL27701
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100   $a20050104d2005      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aInterest rate risk modeling$b[electronic resource] $ethe fixed income valuation course /$fSanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva
210   $aHoboken, N.J. $cJohn Wiley$dc2005
215   $a1 online resource (429 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311   $a0-471-42724-1 
320   $aIncludes bibliographical references (p. 377-382) and index.
327   $aInterest 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.
330   $aThe definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provide
410  0$aWiley finance series.
606   $aInterest rate risk$xMathematical models
606   $aBonds$xValuation$xMathematical models
606   $aFixed-income securities$xValuation$xMathematical models
608   $aElectronic books.
615  0$aInterest rate risk$xMathematical models.
615  0$aBonds$xValuation$xMathematical models.
615  0$aFixed-income securities$xValuation$xMathematical models.
676   $a332.6323
700   $aNawalkha$b Sanjay K$0878026
701   $aSoto$b Gloria M$0878028
701   $aBeli?aeva$b Natal?i?a A$g(Natal?i?a Anatol?evna),$f1975-$0878027
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910457243103321
996   $aInterest rate risk modeling$92168627
997   $aUNINA