LEADER 01395nam2 22002893i 450 001 SUN0098587 005 20140710093548.815 010 $a978-88-06-19313-3$d0.00 100 $a20140709d2008 |0itac50 ba 101 $aita 102 $aIT 105 $a|||| ||||| 200 1 $aˆ2: ‰1945-2008$fMarco Biraghi 210 $aTorino$cEinaudi$d2008 215 $aXVI, 547 p.$cill.$d21 cm. 410 1$1001SUN0060957$12001 $a*Piccola biblioteca Einaudi. N. S$v401$1210 $aTorino$cEinaudi. 461 1$1001SUN0098579$12001 $aStoria dell'architettura contemporanea$fMarco Biraghi$v2$1210 $aTorino$cEinaudi$1215 $a2 volumi$d21 cm. 620 $dTorino$3SUNL000001 700 1$aBiraghi$b, Marco$3SUNV018156$0602323 712 $aEinaudi$3SUNV000030$4650 801 $aIT$bSOL$c20200720$gRICA 912 $aSUN0098587 950 $aBIBLIOTECA DEL DIPARTIMENTO DI ARCHITETTURA E DISEGNO INDUSTRIALE$d01CONS IBa389 $e01BDA3 20200714 950 $aBIBLIOTECA DEL DIPARTIMENTO DI ARCHITETTURA E DISEGNO INDUSTRIALE$d01PREST IBa389bis $e01BDA4 20200714 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI INGEGNERIA$d05CONS F II 474 $e05BC 174 20140709 996 $a1945-2008$91018144 997 $aUNICAMPANIA LEADER 01158nam a22002531i 4500 001 991003023039707536 005 20030826094842.0 008 030925s1912 it |||||||||||||||||ita 035 $ab12369597-39ule_inst 035 $aARCHE-041712$9ExL 040 $aBiblioteca Interfacoltà$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a371.92 100 1 $aDel Greco, Francesco$0179037 245 10$aSulle caratteristiche psicologiche del fanciullo anormale :$bconferenza al corso di pedagogia ed igiene infantile tenuta in Varese nel settembre, 1911 /$cFrancesco Del Greco 260 $aNocera inferiore :$bTip. del manicomio,$c1912 300 $a1 v. ;$c23 cm 500 $aEstr. da: Archivio di psichiatria, il manicomio, a. XXVII, n. 1,2,3 650 4$aFanciulli anormali 907 $a.b12369597$b02-04-14$c08-10-03 912 $a991003023039707536 945 $aLE002 Misc. I G 4/6 (Fondo Ferretti)$g1$i2002000199065$lle002$o-$pE0.00$q-$rn$so $t0$u0$v0$w0$x0$y.i12774534$z08-10-03 996 $aSulle caratteristiche psicologiche del fanciullo anormale$9170470 997 $aUNISALENTO 998 $ale002$b08-10-03$cm$da $e-$fita$git $h0$i1 LEADER 05160nam 2200589 450 001 9910787126703321 005 20200520144314.0 010 $a1-118-86629-0 035 $a(CKB)3710000000277350 035 $a(EBL)1834783 035 $a(MiAaPQ)EBC1834783 035 $a(Au-PeEL)EBL1834783 035 $a(CaPaEBR)ebr10976520 035 $a(OCoLC)897775716 035 $a(EXLCZ)993710000000277350 100 $a20141118h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aBond math $ethe theory behind the formulas /$fDonald J. Smith 205 $aSecond edition. 210 1$aHoboken, New Jersey :$cWiley,$d2014. 210 4$d2014 215 $a1 online resource (307 p.) 225 1 $aWiley Finance Series 300 $aIncludes index. 311 $a1-118-86632-0 327 $aBond Math; Contents; Preface to the Second Edition; Preface to the First Edition; CHAPTER 1 Money Market Interest Rates; Interest Rates in Textbook Theory; Money Market Add-On Rates; Money Market Discount Rates; Two Cash Flows, Many Money Market Rates; Add-On Rate, Actual/360; Add-On Rate, Actual/365; Add-On Rate, 30/360; Add-On Rate, Actual/370; Discount Rate, Actual/360; A History Lesson on Money Market Certificates; Periodicity Conversions; Treasury Bill Auction Results; The Future: Hourly Interest Rates?; Conclusion; CHAPTER 2 Zero-Coupon Bonds; The Story of TIGRS, CATS, LIONS, and STRIPS 327 $aYields to Maturity on Zero-Coupon BondsHorizon Yields and Holding-Period Rates of Return; Changes in Bond Prices and Yields; Credit Spreads and the Implied Probability of Default; Conclusion; CHAPTER 3 Prices and Yields on Coupon Bonds; Market Demand and Supply; Bond Prices and Yields to Maturity in a World of No Arbitrage; Some Other Yield Statistics; Horizon Yields; Some Uses of Yield-to-Maturity Statistics; Implied Probability of Default on Coupon Bonds; Bond Pricing between Coupon Dates; A Real Corporate Bond; Conclusion; CHAPTER 4 Bond Taxation; Basic Bond Taxation; Market Discount Bonds 327 $aA Real Market Discount Corporate BondPremium Bonds; Original Issue Discount Bonds; Municipal Bonds; Conclusion; CHAPTER 5 Yield Curves; An Intuitive Forward Curve; Classic Theories of the Term Structure of Interest Rates; Accurate Implied Forward Rates; Money Market Implied Forward Rates; Calculating and Using Implied Spot (Zero-Coupon) Rates; More Applications for the Implied Spot and Forward Curves; Discount Factors; Conclusion; CHAPTER 6 Duration and Convexity; Yield Duration and Convexity Relationships; Yield Duration; The Relationship between Yield Duration and Maturity; Yield Convexity 327 $aBloomberg Yield Duration and ConvexityCurve Duration and Convexity; Conclusion; CHAPTER 7 Floaters and Linkers; Floating-Rate Notes in General; A Simple Floater Valuation Model; A Somewhat More Complex Floater Valuation Model; An Actual Floater; Inflation-Indexed Bonds: C-Linkers and P-Linkers; Linker Taxation; Linker Duration; Conclusion; CHAPTER 8 Interest Rate Swaps; Pricing an Interest Rate Swap; Interest Rate Forwards and Futures; Inferring the Forward Curve; Valuing an Interest Rate Swap; Interest Rate Swap Duration; Collateralized Swaps; Traditional LIBOR Discounting; OIS Discounting 327 $aThe LIBOR Forward Curve for OIS DiscountingConclusion; CHAPTER 9 Bond Portfolios; Bond Portfolio Statistics in Theory; Bond Portfolio Statistics in Practice; A Real Bond Portfolio; Thoughts on Bond Portfolio Statistics; Conclusion; CHAPTER 10 Bond Strategies; Acting on a Rate View; An Interest Rate Swap Overlay Strategy; Classic Immunization Theory; Immunization Implementation Issues; Liability-Driven Investing; Closing Thoughts: Target-Duration Bond Funds; Technical Appendix; Acronyms; Bibliographic Notes; About the Author; Acknowledgments; About the Companion Website; Index; EULA 330 $aA bond calculation quick reference, complete with context and application insights Bond Math is a quick and easy resource that puts the intricacies of bond calculations into a clear and logical order. This simple, readable guide provides a handy reference, teaching the reader how to think about the essentials of bond math. Much more than just a book of formulas, the emphasis is on how to think about bonds and the associated math, with plenty of examples, anecdotes, and thought-provoking insights that sometimes run counter to conventional wisdom. This updated second edition includes popular Blo 410 0$aWiley finance series. 606 $aBonds$xMathematical models 606 $aInterest rates$xMathematical models 606 $aZero coupon securities 615 0$aBonds$xMathematical models. 615 0$aInterest rates$xMathematical models. 615 0$aZero coupon securities. 676 $a332.63/2301519 686 $aBUS036000$2bisacsh 700 $aSmith$b Donald J.$f1947-$01344549 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910787126703321 996 $aBond math$93069604 997 $aUNINA