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[null,"1.","Record Nr.",null,"UNINA9910703104103321"]
[null,null,"Titolo",null,"America Invents Act [[electronic resource] ] : hearing before the Subcommittee on Intellectual Property, Competition, and the Internet of the Committee on the Judiciary, House of Representatives, One Hundred Twelfth Congress, first session, on H.R. 1249, March 30, 2011"]
[null,null,"Pubbl/distr/stampa",null,"Washington : , : U.S. G.P.O., , 2011"]
[null,null,"Descrizione fisica",null,"1 online resource (iv, 134 pages)"]
[null,null,"Soggetti",null,"Patent laws and legislation - United States"]
[{"$nulls":4},"Patent practice - United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Title from title screen (viewed on July 25, 2011)."]
[{"$nulls":4},"\"Serial no. 112-35.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,"2.","Record Nr.",null,"UNINA9911002558603321"]
[null,null,"Autore",null,"Rom Niels"]
[null,null,"Titolo",null,"Callable Mortgage Bonds : Numerical Methods and Valuation Models for Pricing and Risk Analysis / / by Niels Rom"]
[null,null,"Pubbl/distr/stampa",null,"Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025"]
[null,null,"ISBN",null,"9783031878893"]
[null,null,"Edizione",null,"[1st ed. 2025.]"]
[null,null,"Descrizione fisica",null,"1 online resource (XX, 206 p. 43 illus.)"]
[null,null,"Collana",null,"Finance for Professionals, , 3059-3530"]
[null,null,"Disciplina",null,"332.0415"]
[null,null,"Soggetti",null,"Capital market"]
[{"$nulls":4},"Financial risk management"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Statistics"]
[{"$nulls":4},"Financial engineering"]
[{"$nulls":4},"Capital Markets"]
[{"$nulls":4},"Risk Management"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[{"$nulls":4},"Statistics in Business, Management, Economics, Finance, Insurance"]
[{"$nulls":4},"Financial Engineering"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,"Nota di contenuto",null,"Chapter 1. Introduction -- Chapter 2. Fixed Income -- Chapter 3. Mathematical Finance -- Chapter 4. Prepayment Model Estimation -- Chapter 5. Stochastic Interest Rate Model -- Chapter 6. Simulation -- Chapter 7. Finite Difference -- Chapter 8. Semi-Analytic MBS Pricing -- Chapter 9. adjustable-rate Mortgages -- Chapter 10. Valuation of a Mortgage Credit Institute’s Loan Book -- Chapter 11. Cash Settled Swaptions."]
[null,null,null,"Sommario/riassunto","Callable mortgage bonds are utilized by individuals and companies to finance the purchase of real estate, and this asset class therefore plays a crucial role in modern society. Callable mortgage bonds constitute an enormous asset class and often offer long-term stable investments that are very attractive for pension funds. This book focuses on the pricing and calculation of risk numbers of callable fixed-rate mortgage bonds. Owing to the, from a financial perspective, irrational behaviour of borrowers, the pricing of these instruments usually requires the use of numerical solutions. Traditionally, it has been either a Monte Carlo "]
[{"$nulls":4},"simulation or a Finite Difference method. This book covers both methods and, in addition, the relatively new Fourier technique. This latter technique also creates a link between the interest rate derivatives market and the market for callable mortgage bonds. Finally, a chapter presenting a model for the valuation of a mortgage credit institute’s loan book is included. ."]