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[null,"1.","Record Nr.",null,"UNINA990009338090403321"]
[null,null,"Autore",null,"INEA"]
[null,null,"Titolo",null,"Gli accordi volontari per la compensazione della C02 : indagine conoscitiva per il settore forestale in Italia / INEA"]
[null,null,"Pubbl/distr/stampa",null,"Roma : Tritype, stampa 2010"]
[null,null,"ISBN",null,"978-88-8145-197-5"]
[null,null,"Descrizione fisica",null,"237 p. : ill. ; 24 cm"]
[null,null,"Collana",null,"Sviluppo rurale ; 2"]
[null,null,"Locazione",null,"DAGEA"]
[null,null,"Collocazione",null,"62 338.439 INEA"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","sul front.: Osservatorio Foreste INEA"]
[{"$nulls":4},"Bibliogr.: p. 223-233"]
[null,"2.","Record Nr.",null,"UNINA9910807457803321"]
[null,null,"Autore",null,"Smith Donald J. <1947->"]
[null,null,"Titolo",null,"Bond math : the theory behind the formulas / / Donald J. Smith"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, New Jersey : , : Wiley, , 2014"]
[{"$nulls":4},"2014"]
[null,null,"ISBN",null,"1-118-86629-0"]
[null,null,"Edizione",null,"[Second edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (307 p.)"]
[null,null,"Collana",null,"Wiley Finance Series"]
[null,null,"Classificazione",null,"BUS036000"]
[null,null,"Disciplina",null,"332.63/2301519"]
[null,null,"Soggetti",null,"Bonds - Mathematical models"]
[{"$nulls":4},"Interest rates - Mathematical models"]
[{"$nulls":4},"Zero coupon securities"]
[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","Includes index."]
[null,null,"Nota di contenuto",null,"Bond 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"]
[{"$nulls":4},"Yields to Maturity on Zero-Coupon BondsHorizon Yields and Holding-Period Rates of Return; Changes in Bond Prices and Yields; Credit Spreads and the Implied Probability of Default; Conclusion; CHAPTER 3 Prices and Yields on Coupon Bonds; Market Demand and Supply; Bond Prices and Yields to Maturity in a World of No Arbitrage; Some Other Yield Statistics; Horizon Yields; Some Uses of Yield-to-Maturity Statistics; Implied Probability of Default on Coupon Bonds; Bond Pricing between Coupon Dates; A Real Corporate Bond; Conclusion; CHAPTER 4 Bond Taxation; Basic Bond Taxation; Market Discount Bonds"]
[{"$nulls":4},"A 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) "]
[{"$nulls":4},"Rates; More Applications for the Implied Spot and Forward Curves; Discount Factors; Conclusion; CHAPTER 6 Duration and Convexity; Yield Duration and Convexity Relationships; Yield Duration; The Relationship between Yield Duration and Maturity; Yield Convexity"]
[{"$nulls":4},"Bloomberg 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"]
[{"$nulls":4},"The 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"]
[null,null,null,"Sommario/riassunto","A 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"]