LEADER 00954nam a2200277 i 4500 001 991000223609707536 005 20020509163855.0 008 951013s1970 it ||| | ita 035 $ab11327935-39ule_inst 035 $aPARLA204281$9ExL 040 $aDip.to Filosofia$bita 100 1 $aAl-Gazali$0330580 245 10$aScritti scelti /$cal-Ghazali ; a cura di Laura Veccia Vaglieri e Roberto Rubinacci 260 $aTorino :$bUTET,$c1970 300 $a702 p. ;$c24 cm. 490 0 $aClassici delle religioni / UTET 650 4$aIslamismo 650 4$aReligione islamica 700 1 $aRubinacci, Roberto 700 1 $aVeccia Vaglieri, Laura 907 $a.b11327935$b01-03-17$c01-07-02 912 $a991000223609707536 945 $aLE005 MF 46 L 8$g1$iLE005N-2456$lle005$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i1150058x$z01-07-02 996 $aScritti scelti$9824403 997 $aUNISALENTO 998 $ale005$b01-01-95$cm$da $e-$fita$git $h0$i1 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