MARC details
| 000 -LEADER |
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| fixed length control field |
02135nam a2200385Ia 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ebr10114253 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
CaPaEBR |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
|---|
| fixed length control field |
m u |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
050104s2005 njua sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| Canceled/invalid LC control number |
2005000048 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Canceled/invalid ISBN |
0471427241 (hbk. : cd-rom) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
CaPaEBR |
| Transcribing agency |
CaPaEBR |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)133167886 |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG6024.5 |
| Item number |
.N39 2005eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6323 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Nawalkha, Sanjay K. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Interest rate risk modeling |
| Medium |
[electronic resource] : |
| 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. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Hoboken, N.J. : |
| Name of publisher, distributor, etc. |
John Wiley, |
| Date of publication, distribution, etc. |
c2005. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxvii, 396 p. : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. 377-382) 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. |
| 533 ## - REPRODUCTION NOTE |
|---|
| Type of reproduction |
Electronic reproduction. |
| Place of reproduction |
Palo Alto, Calif. : |
| Agency responsible for reproduction |
ebrary, |
| Date of reproduction |
2013. |
| Note about reproduction |
Available via World Wide Web. |
| -- |
Access may be limited to ebrary affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Interest rate risk |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Bonds |
| General subdivision |
Valuation |
| -- |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Fixed-income securities |
| General subdivision |
Valuation |
| -- |
Mathematical models. |
| 655 #7 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| Source of term |
local |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Soto, Gloria M. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bel�i�aeva, Natal��i�a A. |
| Fuller form of name |
(Natal��i�a Anatol�evna), |
| Dates associated with a name |
1975- |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
ebrary, Inc. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://site.ebrary.com/lib/welingkar/Doc?id=10114253">http://site.ebrary.com/lib/welingkar/Doc?id=10114253</a> |
| Public note |
An electronic book accessible through the World Wide Web; click to view |
