Interest rate risk modeling : the fixed income valuation course / / Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.
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Superior document: | Wiley finance series |
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Year of Publication: | 2005 |
Language: | English |
Series: | Wiley finance series.
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Physical Description: | xxvii, 396 p. :; ill. |
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(MiAaPQ)500231727 (Au-PeEL)EBL231727 (CaPaEBR)ebr10114253 (CaONFJC)MIL27701 (OCoLC)133167886 |
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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 |
work_keys_str_mv |
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status_str |
n |
ids_txt_mv |
(MiAaPQ)500231727 (Au-PeEL)EBL231727 (CaPaEBR)ebr10114253 (CaONFJC)MIL27701 (OCoLC)133167886 |
hierarchy_parent_title |
Wiley finance series |
is_hierarchy_title |
Interest rate risk modeling the fixed income valuation course / |
container_title |
Wiley finance series |
author2_original_writing_str_mv |
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