Duration, convexity, and other bond risk measures / (Record no. 108101)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00988nam a22001937a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20201210090345.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 201210b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781883249632 (hbk.) |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | 0 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632 FAB |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Fabozzi, Frank J. |
| 245 ## - TITLE STATEMENT | |
| Title | Duration, convexity, and other bond risk measures / |
| Statement of responsibility, etc. | Frank J. Fabozzi. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | West Sussex, England : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 1999. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 254 pages : illustrations ; 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | $ 110/-<br/>GST-IN194/04 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The Reasons Why a Bond's Price Changes --<br/>Price Volatility Characteristics of Bonds --<br/>The Basics of Duration and Convexity --<br/>Duration Measures for Bonds with Embedded Options and Foreign Bonds --<br/>Duration and Convexity for Mortgage-Backed Securities --<br/>Yield Curve Risk Measures --<br/>Risk Measures for Interest Rate Derivatives --<br/>Other Risk Measures --<br/>Measuring Yield Volatility. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Source of heading or term | Bonds |
| Topical term or geographic name entry element | Bond market |
| Form subdivision | Portfolio management |
| General subdivision | Bonds--Prices |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | GSB Collection | H.T. Parekh Library | H.T. Parekh Library | 10/12/2020 | 332.632 FAB | B3027 | 10/12/2020 | 10/12/2020 | Books |