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Interest rate modeling for risk management : market price of interest rate risk / / authored by Takashi Yasuoka, Graduate School of Engineering Management, Shibaura Institute of Technology
| Interest rate modeling for risk management : market price of interest rate risk / / authored by Takashi Yasuoka, Graduate School of Engineering Management, Shibaura Institute of Technology |
| Autore | Yasuoka Takashi |
| Pubbl/distr/stampa | Sharjah : , : Bentham Science Publishers, Limited, , [2015] |
| Descrizione fisica | 1 online resource (302 p.) |
| Soggetto topico | Interest rate risk - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-68108-126-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title; EUL; Contents; Summary; Preface; Acknowledgement; Biography; Chapter 01; Chapter 02; Chapter 03; Chapter 04; Chapter 05; Chapter 06; Chapter 07; Chapter 08; Chapter 09; Chapter 10; Appendix; References; Author Index; Subject Index; Back |
| Record Nr. | UNINA-9910460878903321 |
Yasuoka Takashi
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| Sharjah : , : Bentham Science Publishers, Limited, , [2015] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interest rate modeling for risk management : market price of interest rate risk / / authored by Takashi Yasuoka, Graduate School of Engineering Management, Shibaura Institute of Technology
| Interest rate modeling for risk management : market price of interest rate risk / / authored by Takashi Yasuoka, Graduate School of Engineering Management, Shibaura Institute of Technology |
| Autore | Yasuoka Takashi |
| Pubbl/distr/stampa | Sharjah : , : Bentham Science Publishers, Limited, , [2015] |
| Descrizione fisica | 1 online resource (302 p.) |
| Soggetto topico | Interest rate risk - Mathematical models |
| ISBN | 1-68108-126-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title; EUL; Contents; Summary; Preface; Acknowledgement; Biography; Chapter 01; Chapter 02; Chapter 03; Chapter 04; Chapter 05; Chapter 06; Chapter 07; Chapter 08; Chapter 09; Chapter 10; Appendix; References; Author Index; Subject Index; Back |
| Record Nr. | UNINA-9910797786703321 |
|
Yasuoka Takashi
|
||
| Sharjah : , : Bentham Science Publishers, Limited, , [2015] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interest rate modeling for risk management : market price of interest rate risk / / Takashi Yasuoka
| Interest rate modeling for risk management : market price of interest rate risk / / Takashi Yasuoka |
| Autore | Yasuoka Takashi |
| Pubbl/distr/stampa | Sharjah : , : Bentham Science Publishers, Limited, , [2015] |
| Descrizione fisica | 1 online resource (302 pages) |
| Soggetto topico |
Interest rate risk - Mathematical models
Financial risk management - Mathematical models |
| ISBN | 1-68108-126-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title; EUL; Contents; Summary; Preface; Acknowledgement; Biography; Chapter 01; Chapter 02; Chapter 03; Chapter 04; Chapter 05; Chapter 06; Chapter 07; Chapter 08; Chapter 09; Chapter 10; Appendix; References; Author Index; Subject Index; Back |
| Record Nr. | UNINA-9910818111903321 |
|
Yasuoka Takashi
|
||
| Sharjah : , : Bentham Science Publishers, Limited, , [2015] | ||
| 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 |
| 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 |
9786610277018
9781280277016 1280277017 9780471737445 0471737445 |
| 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-9910967849003321 |
|
Nawalkha Sanjay K
|
||
| Hoboken, N.J., : John Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
