LEADER 01929nam 2200625Ia 450 001 9910454542703321 005 20210811123611.0 010 $a1-281-39714-8 010 $a9786611397142 010 $a0-88132-460-4 010 $a1-4356-5535-4 035 $a(CKB)1000000000535170 035 $a(OCoLC)290580194 035 $a(CaPaEBR)ebrary10231494 035 $a(SSID)ssj0000108543 035 $a(PQKBManifestationID)11129028 035 $a(PQKBTitleCode)TC0000108543 035 $a(PQKBWorkID)10044423 035 $a(PQKB)10001840 035 $a(MiAaPQ)EBC3385473 035 $a(Au-PeEL)EBL3385473 035 $a(CaPaEBR)ebr10231494 035 $a(CaONFJC)MIL139714 035 $a(EXLCZ)991000000000535170 100 $a20031203d2004 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aBailouts or bail-ins?$b[electronic resource] $eresponding to financial crises in emerging economies /$fNouriel Roubini and Brad Setser 210 $aWashington, DC $cInstitute for International Economics$d2004 215 $a1 online resource (442 p.) 300 $a"A Council on Foreign Relations book." 311 $a0-88132-371-3 320 $aIncludes bibliographical references (p. 391-405) and index. 606 $aLoans, Foreign$zDeveloping countries 606 $aFinancial crises$zDeveloping countries 606 $aInternational finance 606 $aDebt$zDeveloping countries 608 $aElectronic books. 615 0$aLoans, Foreign 615 0$aFinancial crises 615 0$aInternational finance. 615 0$aDebt 676 $a338.5/43 700 $aRoubini$b Nouriel$0126323 701 $aSetser$b Brad$0970464 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910454542703321 996 $aBailouts or bail-ins$92205726 997 $aUNINA LEADER 00903nam a2200265 i 4500 001 991000901319707536 005 20020507103004.0 008 951128s1970 uk ||| | eng 035 $ab10145746-39ule_inst 035 $aLE00638850$9ExL 040 $aDip.to Fisica$bita 084 $a52(091) 084 $aQB521 100 1 $aMeadows, A.J.$048571 245 10$aEarly solar physics /$cA. Meadows 260 $aOxford :$bPergamon,$c1970 300 $aviii, 312 p. :$bill. ;$c20 cm. 440 4$aThe Commonwealth and international library. Selected readings in physics 650 4$aSun 907 $a.b10145746$b24-05-11$c27-06-02 912 $a991000901319707536 945 $aLE006 52(091) MEA$g1$i2006000024204$lle006$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i10173390$z27-06-02 996 $aEarly solar physics$9186197 997 $aUNISALENTO 998 $ale006$b01-01-95$cm$da $e-$feng$guk $h0$i1 LEADER 04202nam 22006373u 450 001 9910583473903321 005 20240410061833.0 010 $a9780080999418 010 $a0080999417 035 $a(CKB)3710000000468351 035 $a(EBL)2197267 035 $a(CaSebORM)9780080999418 035 $a(PPN)198678533 035 $a(OCoLC)922640858 035 $a(OCoLC)ocn922640858 035 $a(FR-PaCSA)88829688 035 $a(MiAaPQ)EBC2197267 035 $a(FRCYB88829688)88829688 035 $a(EXLCZ)993710000000468351 100 $a20150907d2015|||| u|| | 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAdvanced Fixed Income Analysis 205 $a2nd ed. 210 $aBurlington $cElsevier Science$d2015 215 $a1 online resource (268 p.) 300 $aDescription based upon print version of record. 311 08$a9780080999388 311 08$a0080999387 320 $aIncludes bibliographical references and index. 327 $aFront Cover; Advanced Fixed Income Analysis; Copyright; Chapter 1: Asset-Swap Spreads and Relative Value Analysis; Bibliography; Chapter 2: The Dynamics of Asset Prices; 2.2.2. Stochastic Calculus; 2.3.3. Uncertainty of Interest Rates; Selected Bibliography and References; Chapter 3: Interest-Rate Models I; Selected Bibliography and References; Chapter 4: Interest-Rate Models II; 4.2.1. The Single-Factor HJM Model; 4.3. Multi-Factor Term Structure Models; Selected Bibliography and References; References on Estimation Methods; Chapter 5: Fitting the Term Structure 327 $aSelected Bibliography and ReferencesChapter 6: Advanced Analytics for Index-Linked Bonds; 6.4.3.4. Indexation Lag; Bibliography; Chapter 7: Analysing the Long-Bond Yield; References; Chapter 8: The Default Risk of Corporate Bonds; 8.1. Corporate Bond Default Spread Risk; 8.1.1. Spread Risk; 8.1.1.1. Benchmark Spread; References; Chapter 9: Convertible Securities: Analysis and Valuation; 9.3.3. Special Market Model Features; 9.3.3.1. Justifying the Conversion Premium at Issue; Selected Bibliography and References; Chapter 10: Floating-Rate Notes; 10.4. Other Features of Floating-Rate Notes 327 $a10.4.1. DurationBibliography; Chapter 11: Bonds with Embedded Options; 11.1.2. Effective Duration and Convexity; 11.2.3. Valuing Callable Bonds; Bibliography 330 $aEach new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not originating the products. Professor Choudhry?s method is to place ideas into contexts in order to keep them from becoming too theoretical. While the level of mathematical sophistication is both high and specialized, he includes a brief introduction to the key mathematical concepts.  This is a book on the financial markets, not mathematics, and he provides few derivations and fewer proofs. He draws on both his personal experience as well as his own research to bring together subjects of practical importance to bond market investors and analysts. Presents practitioner-level theories and applications, never available in textbooks Focuses on financial markets, not mathematics Covers relative value investing, returns analysis, and risk estimation 606 $aBond market 606 $aBonds -- Prices -- Econometric models 606 $aBonds -- Valuation -- Econometric models 606 $aInterest rates -- Mathematical models 615 4$aBond market. 615 4$aBonds -- Prices -- Econometric models. 615 4$aBonds -- Valuation -- Econometric models. 615 4$aInterest rates -- Mathematical models. 676 $a332.63234 676 $a332.63234 700 $aChoudhry$b Moorad$0151558 701 $aLizzio$b Michele$0865896 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9910583473903321 996 $aAdvanced Fixed Income Analysis$91932384 997 $aUNINA