LEADER 01067nam 2200373 450 001 9910251453503321 005 20230213223211.0 010 $a1-4696-3654-9 035 $a(CKB)3790000000533855 035 $a(WaSeSS)IndRDA00124885 035 $a(EXLCZ)993790000000533855 100 $a20200624d1986 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aLiza's Monday and other poems /$fBettie Sellers 210 1$aBoone, North Carolina :$cAppalachian Consortium Press,$d1986. 215 $a1 online resource (52 pages) 225 1 $aCommunity Enrichment Series 410 0$aCommunity enrichment series. 606 $aMountain life$vPoetry 606 $aWomen$vPoetry 615 0$aMountain life 615 0$aWomen 676 $a811.54 700 $aSellers$b Bettie M.$01220640 801 0$bWaSeSS 801 1$bWaSeSS 906 $aBOOK 912 $a9910251453503321 996 $aLiza's Monday and other poems$92825856 997 $aUNINA LEADER 03083nam 2200613 a 450 001 9911019270403321 005 20230721025939.0 010 $a1-119-20157-8 010 $a1-280-90029-6 010 $a9786610900299 010 $a0-470-14006-2 035 $a(CKB)1000000000355061 035 $a(EBL)297266 035 $a(OCoLC)476071328 035 $a(SSID)ssj0000142000 035 $a(PQKBManifestationID)11147217 035 $a(PQKBTitleCode)TC0000142000 035 $a(PQKBWorkID)10090297 035 $a(PQKB)11732647 035 $a(MiAaPQ)EBC297266 035 $a(EXLCZ)991000000000355061 100 $a20061119d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aDynamic term structure modeling$b[electronic resource] $ethe fixed income valuation course /$fSanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto 210 $aHoboken, N.J. $cJohn Wiley & Sons$dc2007 215 $a1 online resource (722 p.) 225 1 $aWiley finance 300 $aDescription based upon print version of record. 311 $a0-471-73714-3 320 $aIncludes bibliographical references (p. 647-657) and index. 327 $aA simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model. 330 $aPraise for Dynamic Term Structure Modeling""This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for academics and practitioners alike."" --Sanjiv Ranjan DasProfessor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives""Bravo! This is an exhaustive analysis of the yield curve dynamics. It is clear, peda 410 0$aWiley finance series. 606 $aFinance 606 $aStochastic processes 615 0$aFinance. 615 0$aStochastic processes. 676 $a332.0151923 676 $a332.632 686 $a85.30$2bcl 700 $aNawalkha$b Sanjay K$01608827 701 $aBeli?aeva$b Natal?i?a A$g(Natal?i?a Anatol?evna),$f1975-$01608828 701 $aSoto$b Gloria M$01608829 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911019270403321 996 $aDynamic term structure modeling$94418542 997 $aUNINA