LEADER 03212nam 2200649Ia 450 001 9910784415703321 005 20221206105552.0 010 $a1-280-27701-7 010 $a9786610277018 010 $a0-471-73744-5 035 $a(CKB)1000000000355761 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 035 $a(Au-PeEL)EBL231727 035 $a(CaPaEBR)ebr10114253 035 $a(CaONFJC)MIL27701 035 $a(EXLCZ)991000000000355761 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$xMathematical models 615 0$aInterest rate risk$xMathematical models. 615 0$aBonds$xValuation$xMathematical models. 615 0$aFixed-income securities$xValuation$xMathematical models. 676 $a332.6323 686 $a83.03$2bcl 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 $a9910784415703321 996 $aInterest rate risk modeling$93762107 997 $aUNINA LEADER 01312nam0 22002771i 450 001 UON00039425 005 20231205102139.119 100 $a20020107d1970 |0itac50 ba 101 $aeng 102 $aNL 105 $a|||| 1|||| 200 1 $aIntroduction aux pseudépigraphes grecs d'Ancien Testament$fpar Albert-Marie Denis 210 $aLeiden$cE. J. Brill$d1970 215 $aXXVII, 343 p.$d24 cm. 410 1$1001UON00066824$12001 $aStudia in Veteris Testamenti pseudepigrapha$fEdiderunt A. M. Denis et M. De Jonge$v1 606 $aANTICO TESTAMENTO$xTESTI GRECI$3UONC004292$2FI 620 $aNL$dLeiden$3UONL003056 686 $aSEB VI AC$cSTUDI EBRAICI - LETTERATURA - TESTI BIBLICI - APOCRIFI$2A 700 1$aDENIS$bAlbert-Marie$3UONV025015$0173701 712 $aBrill$3UONV245886$4650 801 $aIT$bSOL$c20240220$gRICA 912 $aUON00039425 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI SEB VI AC 005 (1) $eSI SA 9072 5 005 (1) 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI SL FL 36 0034 $eSI SL 1845 5 0034 $sBuono 996 $aIntroduction aux pseudèpigraphes grecs d'ancien Testament$9538701 997 $aUNIOR