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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
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 $ethe fixed income valuation course /$fSanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva
205   $a1st ed.
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.
517 3 $aFixed income valuation course
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$01608827
701   $aSoto$b Gloria M$01608829
701   $aBeliaeva$b Natalia A$g(Natalia Anatolevna),$f1975-$01608828
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910824569403321
996   $aInterest rate risk modeling$94052678
997   $aUNINA