LEADER 01336nam a22002771i 4500 001 991003310959707536 005 20240329123819.0 008 040802m19511958it ||||dr|||||||1|||ita 035 $ab13056128-39ule_inst 035 $aARCHE-100873$9ExL 040 $aBibl. Interfacoltà T. Pellegrino$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l.$dSocioculturale Scs 041 0 $aita 082 04$a850.9$223. 100 1 $aVicinelli, Augusto$0191988 245 10$aMaestri e poeti della letteratura italiana :$bantologia /$cAugusto Vicinelli 260 $aMilano :$bMondadori,$c1951-1958 300 $avolumi ;$c20 cm 505 0 $gvol. 2.:$tDal Cinquecento al Settecento. -$g7. ed. -$g1951. -$g840 p. 907 $a.b13056128$b02-04-14$c05-08-04 912 $a991003310959707536 945 $aLE002 Fondo Giudici B 780/001$g1$i2002000293367$lle002$nV. 1. - C. 1$o-$pE0.00$q-$rn$so$t0$u0$v0$w0$x0$y.i13681151$z05-08-04 945 $aLE002 Fondo Giudici B 780/002$g1$i2002000293077$lle002$nV. 2. - C. 1$o-$pE0.00$q-$rn$so$t0$u0$v0$w0$x0$y.i13681163$z05-08-04 945 $aLE002 Fondo Giudici B 780/003$g1$i2002000293084$lle002$nV. 3. - C. 1$o-$pE0.00$q-$rn$so$t0$u0$v0$w0$x0$y.i13681175$z05-08-04 996 $aMaestri e poeti della letteratura italiana$9292622 997 $aUNISALENTO 998 $ale002$b05-08-04$cm$da$e-$fita$git$h0$i3 LEADER 03361nam 2200721Ia 450 001 9910967849003321 005 20200520144314.0 010 $a9786610277018 010 $a9781280277016 010 $a1280277017 010 $a9780471737445 010 $a0471737445 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(Perlego)2761993 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 $ethe fixed income valuation course /$fSanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva 205 $a1st ed. 210 $aHoboken, N.J. $cJohn Wiley$dc2005 215 $a1 online resource (429 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 08$a9780471427247 311 08$a0471427241 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. 517 3 $aFixed income valuation course 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$01608827 701 $aSoto$b Gloria M$01608829 701 $aBeliaeva$b Natalia A$g(Natalia Anatolevna),$f1975-$01608828 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910967849003321 996 $aInterest rate risk modeling$94363683 997 $aUNINA