LEADER 00000pam a22006014a 4500 
001    ocm57373894 
005    20120716141515.0 
008    050104t20052005njua     b    001 0 eng   
010      2005000048 
020    0471427241|qcloth/cd-rom 
035    (OCoLC)ocm57373894 
035    405615 
040    DLC|beng|cDLC|dYDX|dBAKER|dRID 
042    pcc 
049    RIDM 
050 00 HG6024.5|b.N39 2005 
082 00 332.63/23|222 
090    HG6024.5 .N39 2005 
100 1  Nawalkha, Sanjay K.|0https://id.loc.gov/authorities/names/
       n2005000253 
245 10 Interest rate risk modeling :|bthe fixed income valuation 
       course /|cSanjay K. Nawalkha, Gloria M. Soto, Natalia A. 
       Beliaeva. 
246 30 Fixed income valuation course 
264  1 Hoboken, N.J. :|bJohn Wiley,|c[2005] 
264  4 |c©2005 
300    xxvii, 396 pages :|billustrations ;|c24 cm +|e1 computer 
       disk (4.5"). 
336    text|btxt|2rdacontent 
337    unmediated|bn|2rdamedia 
338    volume|bnc|2rdacarrier 
490 1  Wiley finance series 
504    Includes bibliographical references (pages 377-382) and 
       index. 
505 0  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. 
538    System requirements: 120 MHx or faster processor; 32 MB of
       total RAM, 64 MB recommended; CD-ROM drive. 
650  0 Interest rate risk|0https://id.loc.gov/authorities/
       subjects/sh94003210|xMathematical models.|0https://
       id.loc.gov/authorities/subjects/sh2002007921 
650  0 Bonds|0https://id.loc.gov/authorities/subjects/sh85015509
       |xValuation|0https://id.loc.gov/authorities/subjects/
       sh2002006432|xMathematical models.|0https://id.loc.gov/
       authorities/subjects/sh2002007921 
650  0 Fixed-income securities|0https://id.loc.gov/authorities/
       subjects/sh90004945|xValuation|0https://id.loc.gov/
       authorities/subjects/sh2002006432|xMathematical models.
       |0https://id.loc.gov/authorities/subjects/sh2002007921 
650  7 Interest rate risk|xMathematical models.|2fast|0https://
       id.worldcat.org/fast/976173 
650  7 Interest rate risk.|2fast|0https://id.worldcat.org/fast/
       976170 
650  7 Bonds|xValuation|xMathematical models.|2fast|0https://
       id.worldcat.org/fast/835915 
650  7 Bonds.|2fast|0https://id.worldcat.org/fast/835887 
650  7 Fixed-income securities.|2fast|0https://id.worldcat.org/
       fast/926888 
650  7 Valuation.|2fast|0https://id.worldcat.org/fast/1163863 
650  7 Mathematical models.|2fast|0https://id.worldcat.org/fast/
       1012085 
700 1  Soto, Gloria M.|0https://id.loc.gov/authorities/names/
       n2005000254 
700 1  Beli͡aeva, N. A.|q(Natalʹi͡a Anatolʹevna)|0https://
       id.loc.gov/authorities/names/no2002023204 
830  0 Wiley finance series.|0https://id.loc.gov/authorities/
       names/n00091597 
856 41 |3Table of contents|uhttp://www.loc.gov/catdir/toc/ecip055
       /2005000048.html 
901    MARCIVE 20231220 
935    405615 
994    C0|bRID