Nawalkha, Sanjay K. <br/><br/>
Interest rate risk modeling  the fixed income valuation course /  [electronic resource] : 
 Fixed income valuation course 
Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva. 
 - Hoboken, N.J. :  John Wiley,  c2005. 
 - xxvii, 396 p. :  ill. 
 - Wiley finance series .
 - Wiley finance series. .
<br/><br/>Includes bibliographical references (p. 377-382) and index. 
<br/><br/>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. 
<br/><br/><br/>Electronic reproduction. <br/>Palo Alto, Calif. : <br/>ebrary, <br/>2013. <br/>Available via World Wide Web. <br/>Access may be limited to ebrary affiliated libraries. 
<br/><br/><label>ISBN: </label>0471427241 (hbk. : cd-rom) 
<br/><br/><label>LCCN: </label>
<br/><br/><label>Subjects--Topical Terms: </label><br/>Bonds--Valuation--Mathematical models.<br/>Fixed-income securities--Valuation--Mathematical models.<br/>Interest rate risk--Mathematical models.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG6024.5  / .N39 2005eb 
<br/><br/><label>Dewey Class. No.: </label>332.6323