Interest rate risk modeling: the fixed income valuation course
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J.
John Wiley
c2005
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (xxvii, 396 p.) |
| ISBN: | 0471737445 9780471737445 |
Staff View
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Record in the Search Index
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| any_adam_object | |
| author | Nawalkha, Sanjay K. |
| author_facet | Nawalkha, Sanjay K. |
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| classification_rvk | QK 600 |
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| ctrlnum | (OCoLC)133167886 (DE-599)BVBBV042961810 |
| dewey-full | 332.6323 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:50Z |
| institution | BVB |
| isbn | 0471737445 9780471737445 |
| language | English |
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| spelling | Nawalkha, Sanjay K. Verfasser aut Interest rate risk modeling the fixed income valuation course Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva Fixed income valuation course Hoboken, N.J. John Wiley c2005 1 Online-Ressource (xxvii, 396 p.) txt rdacontent c rdamedia cr rdacarrier 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 BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Mathematisches Modell Wirtschaft Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Zinsänderungsrisiko (DE-588)4067851-9 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Bewertung (DE-588)4006340-9 s Zinsänderungsrisiko (DE-588)4067851-9 s Mathematisches Modell (DE-588)4114528-8 s Festverzinsliches Wertpapier (DE-588)4121262-9 s 1\p DE-604 Soto, Gloria M. Sonstige oth Beliaeva, Natalia A. Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 0-471-42724-1 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-471-42724-7 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=133985 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Nawalkha, Sanjay K. Interest rate risk modeling the fixed income valuation course BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Mathematisches Modell Wirtschaft Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Bewertung (DE-588)4006340-9 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4067851-9 (DE-588)4121262-9 (DE-588)4006340-9 |
| title | Interest rate risk modeling the fixed income valuation course |
| title_alt | Fixed income valuation course |
| title_auth | Interest rate risk modeling the fixed income valuation course |
| title_exact_search | Interest rate risk modeling the fixed income valuation course |
| title_full | Interest rate risk modeling the fixed income valuation course Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| title_fullStr | Interest rate risk modeling the fixed income valuation course Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| title_full_unstemmed | Interest rate risk modeling the fixed income valuation course Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| title_short | Interest rate risk modeling |
| title_sort | interest rate risk modeling the fixed income valuation course |
| title_sub | the fixed income valuation course |
| topic | BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Mathematisches Modell Wirtschaft Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Bewertung (DE-588)4006340-9 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Bonds Mathematisches Modell Wirtschaft Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Zinsänderungsrisiko Festverzinsliches Wertpapier Bewertung |
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