MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01877cam a22003618a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250914140549.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
050104s2005 xxu b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0471427241 (cloth/cd-rom) |
| Terms of availability |
RM265.50 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
200608281257 |
| Level of effort used to assign nonsubject heading access points |
jamil |
| Level of effort used to assign subject headings |
200608091602 |
| Level of effort used to assign classification |
idah |
| Level of effort used to assign subject headings |
200605171643 |
| Level of effort used to assign classification |
zakir |
| Level of effort used to assign subject headings |
200507141242 |
| y |
07-14-2005 |
| z |
trainer |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG6024.5.N39 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG6024.5 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.N39 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Nawalkha, Sanjay K. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Interest rate risk modeling : |
| Remainder of title |
the fixed income valuation course / |
| Statement of responsibility, etc. |
Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva |
| 246 30 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Fixed income valuation course |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Hoboken, N.J. : |
| Name of publisher, distributor, etc. |
J. Wiley, |
| Date of publication, distribution, etc. |
2005 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxvii, 396 p. ; |
| Dimensions |
23 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Interest rate risk |
| General subdivision |
Mathematical models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Bonds |
| General subdivision |
Valuation |
| -- |
Mathematical models |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Fixed-income securities |
| General subdivision |
Valuation |
| -- |
Mathematical models |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Soto, Gloria M. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Beliaeva, Natalia A., |
| Dates associated with a name |
1975- |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/ecip055/2005000048.html">http://www.loc.gov/catdir/toc/ecip055/2005000048.html</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b13559771 |
| b |
2021-05-28 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HG6024.5.N39 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003308978 |
| 990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA] |
|---|
| Link information for 9XX fields |
jj |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Program Sains Aktuari |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2005-01-07 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b13559771 |
