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Interest rate risk modeling the fixed income valuation course /

Bibliographic Details
Main Author: Nawalkha, Sanjay K.
Corporate Author: ProQuest (Firm)
Other Authors: Soto, Gloria M., Beliaeva, Natalia A. 1975-
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : John Wiley, c2005.
Series:Wiley finance series.
Subjects:
Interest rate risk > Mathematical models.
Bonds > Valuation > Mathematical models.
Fixed-income securities > Valuation > Mathematical models.
Electronic books.
Online Access:Click to View
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050 4 |a HG6024.5  |b .N39 2005 
082 0 4 |a 332.6323  |2 22 
100 1 |a Nawalkha, Sanjay K. 
245 1 0 |a Interest rate risk modeling  |h [electronic resource] :  |b the fixed income valuation course /  |c Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva. 
246 3 0 |a Fixed income valuation course 
260 |a Hoboken, N.J. :  |b John Wiley,  |c c2005. 
300 |a xxvii, 396 p. :  |b ill. 
490 1 |a Wiley finance series 
504 |a Includes bibliographical references (p. 377-382) and index. 
505 0 |a 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. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Interest rate risk  |x Mathematical models. 
650 0 |a Bonds  |x Valuation  |x Mathematical models. 
650 0 |a Fixed-income securities  |x Valuation  |x Mathematical models. 
655 4 |a Electronic books. 
700 1 |a Soto, Gloria M. 
700 1 |a Beliaeva, Natalia A.  |q (Natalia Anatolevna),  |d 1975- 
710 2 |a ProQuest (Firm) 
830 0 |a Wiley finance series. 
856 4 0 |u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=231727  |z Click to View 

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