Interest rate risk modeling (Record no. 65259)
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| fixed length control field | 02273nam a2200421Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | vtls003195751 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MY-SjTCS |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200306170806.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m u |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100712s2005 njua sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| Canceled/invalid LC control number | 2005-000048 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 0471427241 (hbk. : cd-rom) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaPaEBR)ebr10114253 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| -- | 201007121700 |
| -- | VLOAD |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CaPaEBR |
| Transcribing agency | CaPaEBR |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER | |
| 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. |
| 9 (RLIN) | 22101 |
| 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. | |
| 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. note | 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. |
| 529 ## - | |
| -- | TSLHHL |
| 533 ## - REPRODUCTION NOTE | |
| Type of reproduction | Electronic reproduction. |
| Place of reproduction | Palo Alto, Calif. : |
| Agency responsible for reproduction | ebrary, |
| Date of reproduction | 2009. |
| 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 entry element | Interest rate risk |
| General subdivision | Mathematical models. |
| 9 (RLIN) | 291429 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Bonds |
| General subdivision | Valuation |
| -- | Mathematical models. |
| 9 (RLIN) | 291430 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Fixed-income securities |
| General subdivision | Valuation |
| -- | Mathematical models. |
| 9 (RLIN) | 291431 |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Source of term | local |
| 9 (RLIN) | 201578 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Soto, Gloria M. |
| 9 (RLIN) | 291432 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Beliaeva, Natalia A. |
| Fuller form of name | (Natalia Anatolevna), |
| Dates associated with a name | 1975- |
| 9 (RLIN) | 291433 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | ebrary, Inc. |
| 9 (RLIN) | 25628 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 9 (RLIN) | 17817 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://ezproxy.taylors.edu.my/login?url=http://site.ebrary.com/lib/taylorscollege/Doc?id=10114253 |
| Public note | An electronic book accessible through the World Wide Web; click to view |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|
| e-book | Taylor's Library-TU | Taylor's Library-TU | 07/02/2020 | 07/02/2020 | 07/02/2020 | E-Book |