LEADER 01068nam0 22002531i 450 001 RML0235443 005 20231121125701.0 100 $a20121121d1985 ||||0itac50 ba 101 | $aita 102 $ait 181 1$6z01$ai $bxxxe 182 1$6z01$an 200 1 $aINFINITE programming$eProceedings of an international symposium on infinite dimensional linear programming Churchill college, Cambridge, U.K., sept. 7-10, 1984$fedited by Edward J. Anderson and Andrew B. Philpott 210 $aBerlin $cSpringer-Verlag $d1985 215 $axiv,244 p.$cfig.$d24 cm 700 1$aANDERSON$b, Edward J.$3RMLV150092$0535941 801 3$aIT$bIT-01$c20121121 850 $aIT-FR0098 899 $aBiblioteca Area Giuridico Economica$bFR0098 912 $aRML0235443 950 0$aBiblioteca Area Giuridico Economica$d 53CAM 511.8/6$e 53VM 0000039405 VM barcode:ECO007664. - Inventario:3735. - Fondo:Sala consultazioneVM$fA $h19950406$i20121204 977 $a 53 996 $aINFINITE programming$93619047 997 $aUNICAS 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