000			01877cam a22003618a 4500
005			20250914140549.0
008			050104s2005 xxu b 001 0 eng
020			_a0471427241 (cloth/cd-rom) _cRM265.50
039		9	_a200608281257 _bjamil _c200608091602 _didah _c200605171643 _dzakir _c200507141242 _y07-14-2005 _ztrainer
090			_aHG6024.5.N39
090			_aHG6024.5 _b.N39
100	1		_aNawalkha, Sanjay K.
245	1	0	_aInterest rate risk modeling : _bthe fixed income valuation course / _cSanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva
246	3	0	_aFixed income valuation course
260			_aHoboken, N.J. : _bJ. Wiley, _c2005
300			_axxvii, 396 p. ; _c23 cm.
440		0	_aWiley finance series
504			_aIncludes bibliographical references and index
505	0		_aInterest 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	_aInterest rate risk _xMathematical models
650		0	_aBonds _xValuation _xMathematical models
650		0	_aFixed-income securities _xValuation _xMathematical models
700	1		_aSoto, Gloria M.
700	1		_aBeliaeva, Natalia A., _d1975-
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/ecip055/2005000048.html
907			_a.b13559771 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHG6024.5.N39
914			_avtls003308978
990			_ajj
991			_aProgram Sains Aktuari
998			_at _b2005-01-07 _cm _da _feng _gxxu _y0 _z.b13559771
999			_c355142 _d355142