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[null,"1.","Record Nr.",null,"UNINA9910143408503321"]
[null,null,"Autore",null,"Nawalkha Sanjay K"]
[null,null,"Titolo",null,"Dynamic term structure modeling [[electronic resource] ] : the fixed income valuation course / / Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, N.J., : John Wiley & Sons, c2007"]
[null,null,"ISBN",null,"1-119-20157-8"]
[{"$nulls":4},"1-280-90029-6"]
[{"$nulls":4},"9786610900299"]
[{"$nulls":4},"0-470-14006-2"]
[null,null,"Descrizione fisica",null,"1 online resource (722 p.)"]
[null,null,"Collana",null,"Wiley finance"]
[null,null,"Classificazione",null,"85.30"]
[null,null,"Disciplina",null,"332.0151923"]
[{"$nulls":4},"332.632"]
[null,null,"Soggetti",null,"Finance"]
[{"$nulls":4},"Stochastic processes"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. 647-657) and index."]
[null,null,"Nota di contenuto",null,"A 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."]
[null,null,null,"Sommario/riassunto","Praise 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 "]
[{"$nulls":4},"curve dynamics. It is clear, peda"]