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  -