LEADER 05487nam 2200697 450 001 9910140645203321 005 20230807210501.0 010 $a1-119-01417-4 010 $a1-119-01415-8 035 $a(CKB)2670000000616811 035 $a(EBL)1895916 035 $a(SSID)ssj0001481272 035 $a(PQKBManifestationID)11904128 035 $a(PQKBTitleCode)TC0001481272 035 $a(PQKBWorkID)11498800 035 $a(PQKB)10818071 035 $a(MiAaPQ)EBC1895916 035 $a(Au-PeEL)EBL1895916 035 $a(CaPaEBR)ebr11052395 035 $a(CaONFJC)MIL785555 035 $a(OCoLC)905600456 035 $a(EXLCZ)992670000000616811 100 $a20150513h20152015 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe advanced fixed income and derivatives management guide /$fSaied Simozar 210 1$aChichester, England :$cWiley,$d2015. 210 4$dİ2015 215 $a1 online resource (365 p.) 225 1 $aWiley Finance Series 300 $aDescription based upon print version of record. 311 $a1-119-01416-6 311 $a1-119-01414-X 320 $aIncludes bibliographical references and index. 327 $aCover; 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 Components 327 $a2.9 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 Functions 327 $a4.6 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 Trading 327 $a7.4 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 Futures 327 $aChapter 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 Agencies 327 $a12.10 Performance Contribution 330 $aList of Tables v List of Figures viii Abbreviations x Notation xii Preface xvii Acknowledgement xxi Foreword xxii Introduction 1 1. Review of Market Analytics 5 1.1. Bond Valuation 5 1.2. Simple Bond Analytics 7 1.3. Portfolio Analytics 9 1.4. Key Rate Durations 13 2. Term Structure of Rates 16 2.1. Linear and Non-linear Space 16 2.2. Basis Functions 18 2.3. Decay Coefficient 22 2.4. Forward Rates 22 2.5. Par Curve 24 2.6. Application to the US Yield Curve 24 2.7. Historical Yield Curve Components 27 2.8. Significance of the Term Structure Components 410 0$aWiley finance series. 606 $aFixed-income securities 606 $aDerivative securities 606 $aPortfoliio management 615 0$aFixed-income securities. 615 0$aDerivative securities. 615 0$aPortfoliio management. 676 $a332.63/2044 686 $aBUS027000$2bisacsh 700 $aSimozar$b Saied$f1954-$0958885 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910140645203321 996 $aThe advanced fixed income and derivatives management guide$92172554 997 $aUNINA LEADER 02201nam 2200529I 450 001 9910702488303321 005 20130215145827.0 035 $a(CKB)5470000002427282 035 $a(OCoLC)827790885 035 $a(EXLCZ)995470000002427282 100 $a20130215d2012 ua 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aEffect of solar exposure on the atomic oxygen erosion of Hubble Space Telescope aluminized-teflon thermal shields /$fAobo Guo [and three others] 210 1$aCleveland, Ohio :$cNational Aeronautics and Space Administration, Glenn Research Center,$d2012. 215 $a1 online resource (10 pages) $ccolor illustrations 225 1 $aNASA/TM ;$v2012-217646 300 $aTitle from title screen (viewed on Jan. 28, 2013). 300 $a"September 2012." 300 $a"Prepared for the 10th International Space Conference on Protection of Materials and Structures From the Space Environment (ICPMSE-10J) cosponsored by ITL, MDA, CSA, JAXA, Kobe University Graduate School of Engineering, and the Society for Promotion of Space Science, Bankoku-Shinryokan, Okinawa, Japan, June 12-17, 2011." 320 $aIncludes bibliographical references (page 10). 606 $aHubble Space Telescope$2nasat 606 $aThermal cycling tests$2nasat 606 $aEarth orbital environments$2nasat 606 $aHeat shielding$2nasat 606 $aThermal energy$2nasat 606 $aCollisions$2nasat 606 $aDebris$2nasat 615 7$aHubble Space Telescope. 615 7$aThermal cycling tests. 615 7$aEarth orbital environments. 615 7$aHeat shielding. 615 7$aThermal energy. 615 7$aCollisions. 615 7$aDebris. 700 $aGuo$b Aobo$01414699 712 02$aNASA Glenn Research Center, 712 12$aICPMSE (Conference)$d(10th :$f2011 :$eOkinawa-shi, Japan) 801 0$bGPO 801 1$bGPO 906 $aBOOK 912 $a9910702488303321 996 $aEffect of solar exposure on the atomic oxygen erosion of Hubble Space Telescope aluminized-teflon thermal shields$93543178 997 $aUNINA LEADER 01218nam0 22003011i 450 001 UON00007802 005 20231205101919.291 010 $a09-447-2208-3 100 $a20020107d1991 |0itac50 ba 101 $aeng 102 $aUS 105 $a|||| 1|||| 200 1 $aImages of Paradise in Islamic Art$fEd. by Sheila S. Blair and Jonathan M. Bloom$gwith contributions by Walter B. Denny, Gene R. Garthwaite, A. Kevin Reinhart 205 $aHanover : Hood Museum Art$b1991 210 $a116 p.$cill. ; 32 cm 215 $aCatalogo di esposizione 606 $aICONOGRAFIA ISLAMICA$3UONC002306$2FI 620 $aDE$dHannover$3UONL000934 686 $aARA IX L$cPAESI ARABI - ARTI - ESPOSIZIONI$2A 701 1$aBloom$bJonathan M.$3UONV006608$00 702 1$aBlair$bSheila S.$3UONV006607 712 $aHOOD MUSEUM OF ART$3UONV246159$4650 801 $aIT$bSOL$c20240220$gRICA 899 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$2UONSI 912 $aUON00007802 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI ARA IX L 032 $eSI SA 74253 7 032 996 $aImages of Paradise in Islamic Art$91176821 997 $aUNIOR