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0 (hodnocen0 x )
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EB
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ONLINE
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Hoboken, N.J. : John Wiley, c2005
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1 online resource (xxvii, 396 p.) : ill
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 Plný text PDF
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* Návod pro vzdálený přístup
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ISBN 0471427241 (hbk. : cd-rom)
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Wiley finance series
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Includes bibliographical references (p. 377-382) and index
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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.
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Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries
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001685098
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full
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(Au-PeEL)EBL231727
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(CaONFJC)MIL27701
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(CaPaEBR)ebr10114253
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(MiAaPQ)EBC231727
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(OCoLC)133167886
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Dotazy a připomínky