Interest rate risk modeling: the fixed income valuation course
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
John Wiley
c2005
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references (p. 377-382) and index |
| Beschreibung: | xxvii, 396 p. |
| ISBN: | 0471427241 |
Internformat
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| 100 | 1 | |a Nawalkha, Sanjay K. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Interest rate risk modeling |b the fixed income valuation course |c Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| 246 | 1 | 3 | |a Fixed income valuation course |
| 264 | 1 | |a Hoboken, N.J. |b John Wiley |c c2005 | |
| 300 | |a xxvii, 396 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 500 | |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 | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Interest rate risk |x Mathematical models | |
| 650 | 4 | |a Bonds |x Valuation |x Mathematical models | |
| 650 | 4 | |a Fixed-income securities |x Valuation |x Mathematical models | |
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| 700 | 1 | |a Beli͡aeva, Natalʹi͡a A. |d 1975- |e Sonstige |4 oth | |
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Nawalkha, Sanjay K. |
| author_facet | Nawalkha, Sanjay K. |
| author_role | aut |
| author_sort | Nawalkha, Sanjay K. |
| author_variant | s k n sk skn |
| building | Verbundindex |
| bvnumber | BV044080604 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| 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 |
| ctrlnum | (ZDB-30-PAD)EBC231727 (ZDB-89-EBL)EBL231727 (OCoLC)133167886 (DE-599)BVBBV044080604 |
| dewey-full | 332.6323 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6323 |
| dewey-search | 332.6323 |
| dewey-sort | 3332.6323 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044080604 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:43:04Z |
| institution | BVB |
| isbn | 0471427241 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029487449 |
| oclc_num | 133167886 |
| open_access_boolean | |
| physical | xxvii, 396 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | John Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| 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 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 Mathematisches Modell Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Zinsänderungsrisiko (DE-588)4067851-9 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 Beli͡aeva, Natalʹi͡a A. 1975- Sonstige oth 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 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 Mathematisches Modell Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Bewertung (DE-588)4006340-9 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd |
| subject_GND | (DE-588)4121262-9 (DE-588)4114528-8 (DE-588)4006340-9 (DE-588)4067851-9 |
| 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 | Mathematisches Modell Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd Bewertung (DE-588)4006340-9 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd |
| topic_facet | Mathematisches Modell Interest rate risk Mathematical models Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Festverzinsliches Wertpapier Bewertung Zinsänderungsrisiko |
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