TY - BOOK AU - Nawalkha,Sanjay K. AU - Soto,Gloria M. AU - Bel�i�aeva,Natal��i�a A. ED - ebrary, Inc. TI - Interest rate risk modeling: the fixed income valuation course T2 - Wiley finance series AV - HG6024.5 .N39 2005eb U1 - 332.6323 22 PY - 2005/// CY - Hoboken, N.J. PB - John Wiley KW - Interest rate risk KW - Mathematical models KW - Bonds KW - Valuation KW - Fixed-income securities KW - Electronic books KW - local N1 - Includes bibliographical references (p. 377-382) and index; 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; Electronic reproduction; Palo Alto, Calif.; ebrary; 2013; Available via World Wide Web; Access may be limited to ebrary affiliated libraries UR - http://site.ebrary.com/lib/welingkar/Doc?id=10114253 ER -