MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02566cam a22003378a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250930121807.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
050715s2006 xxu 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
007146073X (hardcover : alk. paper) |
| Terms of availability |
RM332.90 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
200609051631 |
| Level of effort used to assign nonsubject heading access points |
jamil |
| Level of effort used to assign subject headings |
200608091249 |
| Level of effort used to assign classification |
idah |
| Level of effort used to assign subject headings |
200605171951 |
| Level of effort used to assign classification |
zakir |
| y |
05-17-2006 |
| z |
zakir |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG4650.F33 2006 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG4650 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.F33 2006 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Fabozzi, Frank J. |
| 9 (RLIN) |
37064 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Fixed income mathematics : |
| Remainder of title |
analytical & statistical techniques / |
| Statement of responsibility, etc. |
Frank J. Fabozzi |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
4th ed.. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
New York : |
| Name of publisher, distributor, etc. |
McGraw-Hill, |
| Date of publication, distribution, etc. |
2006 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xix, 649 p. ; |
| Dimensions |
23 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes index |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Overview of fixed income securities and derivatives (new) -- Future value -- Present value -- Yield (internal rate of return) -- The price of a bond -- Conventional yield and spread measures for bonds -- The yield curve, spot rate curve, and forward rates -- Potential sources of dollar return -- Total return -- Measuring historical performance -- Price volatility of option-free bonds -- Duration as a measure of price volatility -- Combining duration and convexity to measure price volatility -- Duration and the yield curve -- Interest rate modeling (new) -- Investment and price characteristics of options -- Valuation and price volatility of bonds with embedded options -- Credit risk concepts and measures for corporate bonds (new) -- Measures used for securitized products -- Cash flow characteristics of amortizing loans -- Cash flow characteristics of mortgage-backed securities -- Prepayment modeling (new) -- Basics of MBS structuring (new) -- Analysis of agency mortgage-backed securities -- Basics of probability theory and statistics -- Regresssion analysis -- Statistical techniques for credit scoring and risk factor identification (new) -- Tracking error and multi-factor risk models (new) -- Monte Carlo simulation -- Optimization |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Fixed-income securities |
| General subdivision |
Mathematics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Rate of return |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/ecip0516/2005020285.html">http://www.loc.gov/catdir/toc/ecip0516/2005020285.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy0622/2005020285-b.html">http://www.loc.gov/catdir/enhancements/fy0622/2005020285-b.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy0622/2005020285-d.html">http://www.loc.gov/catdir/enhancements/fy0622/2005020285-d.html</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b13730514 |
| b |
2020-10-15 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HG4650.F33 2006 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003327318 |
| 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) |
2006-04-05 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b13730514 |
