Interest rate risk modeling : the fixed income valuation course /

Interest rate risk modeling : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.

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Bibliographic Details
Superior document:Wiley finance series
:
ProQuest (Firm)
Nawalkha, Sanjay K.
TeilnehmendeR:
Soto, Gloria M.
Beliaeva, Natalia A. 1975-
ProQuest (Firm)
Year of Publication:2005
Language:English
Series:Wiley finance series.
Online Access:
Physical Description:xxvii, 396 p. :; ill.
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ctrlnum (MiAaPQ)500231727
(Au-PeEL)EBL231727
(CaPaEBR)ebr10114253
(CaONFJC)MIL27701
(OCoLC)133167886
collection bib_alma
record_format marc
spelling Nawalkha, Sanjay K.
Interest rate risk modeling [electronic resource] : the fixed income valuation course / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
Fixed income valuation course
Hoboken, N.J. : John Wiley, c2005.
xxvii, 396 p. : ill.
Wiley finance series
Includes bibliographical references (p. 377-382) and index.
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.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Interest rate risk Mathematical models.
Bonds Valuation Mathematical models.
Fixed-income securities Valuation Mathematical models.
Electronic books.
Soto, Gloria M.
Beliaeva, Natalia A. (Natalia Anatolevna), 1975-
ProQuest (Firm)
Wiley finance series.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=231727 Click to View
language English
format Electronic
eBook
author Nawalkha, Sanjay K.
spellingShingle Nawalkha, Sanjay K.
Interest rate risk modeling the fixed income valuation course /
Wiley finance series
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.
author_facet Nawalkha, Sanjay K.
Soto, Gloria M.
Beliaeva, Natalia A. 1975-
ProQuest (Firm)
ProQuest (Firm)
author_variant s k n sk skn
author2 Soto, Gloria M.
Beliaeva, Natalia A. 1975-
ProQuest (Firm)
author2_variant g m s gm gms
n a b na nab
author2_fuller (Natalia Anatolevna),
author2_role TeilnehmendeR
TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Nawalkha, Sanjay K.
title Interest rate risk modeling the fixed income valuation course /
title_sub the fixed income valuation course /
title_full Interest rate risk modeling [electronic resource] : the fixed income valuation course / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
title_fullStr Interest rate risk modeling [electronic resource] : the fixed income valuation course / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
title_full_unstemmed Interest rate risk modeling [electronic resource] : the fixed income valuation course / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
title_auth Interest rate risk modeling the fixed income valuation course /
title_alt Fixed income valuation course
title_new Interest rate risk modeling
title_sort interest rate risk modeling the fixed income valuation course /
series Wiley finance series
series2 Wiley finance series
publisher John Wiley,
publishDate 2005
physical xxvii, 396 p. : ill.
contents 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.
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG6024
callnumber-sort HG 46024.5 N39 42005
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=231727
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.6323
dewey-sort 3332.6323
dewey-raw 332.6323
dewey-search 332.6323
oclc_num 133167886
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