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Interest rate risk modeling [[electronic resource] ] : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva
| Interest rate risk modeling [[electronic resource] ] : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| Autore | Nawalkha Sanjay K |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2005 |
| Descrizione fisica | 1 online resource (429 p.) |
| Disciplina | 332.6323 |
| Altri autori (Persone) |
SotoGloria M
Beli͡aevaNatalʹi͡a A <1975-> (Natalʹi͡a Anatolʹevna) |
| Collana | Wiley finance series |
| Soggetto topico |
Interest rate risk - Mathematical models
Bonds - Valuation - Mathematical models Fixed-income securities - Valuation - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-27701-7
9786610277018 0-471-73744-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Interest 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. |
| Record Nr. | UNINA-9910457243103321 |
Nawalkha Sanjay K
|
||
| Hoboken, N.J., : John Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interest rate risk modeling [[electronic resource] ] : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva
| Interest rate risk modeling [[electronic resource] ] : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| Autore | Nawalkha Sanjay K |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2005 |
| Descrizione fisica | 1 online resource (429 p.) |
| Disciplina | 332.6323 |
| Altri autori (Persone) |
SotoGloria M
Beli͡aevaNatalʹi͡a A <1975-> (Natalʹi͡a Anatolʹevna) |
| Collana | Wiley finance series |
| Soggetto topico |
Interest rate risk - Mathematical models
Bonds - Valuation - Mathematical models Fixed-income securities - Valuation - Mathematical models |
| ISBN |
1-280-27701-7
9786610277018 0-471-73744-5 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Interest 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. |
| Record Nr. | UNINA-9910784415703321 |
|
Nawalkha Sanjay K
|
||
| Hoboken, N.J., : John Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interest rate risk modeling : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva
| Interest rate risk modeling : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| Autore | Nawalkha Sanjay K |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2005 |
| Descrizione fisica | 1 online resource (429 p.) |
| Disciplina | 332.6323 |
| Altri autori (Persone) |
SotoGloria M
BeliaevaNatalia A <1975-> (Natalia Anatolevna) |
| Collana | Wiley finance series |
| Soggetto topico |
Interest rate risk - Mathematical models
Bonds - Valuation - Mathematical models Fixed-income securities - Valuation - Mathematical models |
| ISBN |
1-280-27701-7
9786610277018 0-471-73744-5 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Interest 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. |
| Altri titoli varianti | Fixed income valuation course |
| Record Nr. | UNINA-9910824569403321 |
|
Nawalkha Sanjay K
|
||
| Hoboken, N.J., : John Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
