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Interest rate risk modeling...

Interest rate risk modeling [: the fixed income valuation course

Nawalkha, Sanjay K.

John Wiley c2005

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monografia Rebiun02976466 https://catalogo.rebiun.org/rebiun/record/Rebiun02976466 cr 110524s2005 xxu 000 0 eng d 0471427241 hbk. : cd-rom) UM0637183 ULPGC0338206 UPCT u117647 ES-MaCSI. spa. Ebrary Nawalkha, Sanjay K. Interest rate risk modeling Recurso electrónico] : the fixed income valuation course Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva Hoboken, N.J. John Wiley c2005 Hoboken, N.J. Hoboken, N.J. John Wiley xxvii, 396 p. il xxvii, 396 p. Wiley finance series Bibliografía e índices 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 Reproducción electrónica Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Interest rate risk Mathematical models Beliaeva, Natalia A. Natalia Anatolevna) 1975-) Soto, Gloria M. $aFixed income valuation course Wiley finance series

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monografia Rebiun02976466 https://catalogo.rebiun.org/rebiun/record/Rebiun02976466 cr 110524s2005 xxu 000 0 eng d 0471427241 hbk. : cd-rom) UM0637183 ULPGC0338206 UPCT u117647 ES-MaCSI. spa. Ebrary Nawalkha, Sanjay K. Interest rate risk modeling Recurso electrónico] : the fixed income valuation course Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva Hoboken, N.J. John Wiley c2005 Hoboken, N.J. Hoboken, N.J. John Wiley xxvii, 396 p. il xxvii, 396 p. Wiley finance series Bibliografía e índices 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 Reproducción electrónica Bonds Valuation Mathematical models Fixed-income securities Valuation Mathematical models Interest rate risk Mathematical models Beliaeva, Natalia A. Natalia Anatolevna) 1975-) Soto, Gloria M. $aFixed income valuation course Wiley finance series