Fixed income securities : valuation, risk, and risk management (Record no. 98917)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01668nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470109106 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.155 VER |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Veronesi, Pietro |
| 245 ## - TITLE STATEMENT | |
| Title | Fixed income securities : valuation, risk, and risk management |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | John Wiley & Sons |
| Place of publication, distribution, etc. | New Jersey |
| Date of publication, distribution, etc. | 2010 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxxiii,805p. |
| Other physical details | 26cm, Hard |
| 500 ## - GENERAL NOTE | |
| General note | Rs. 8,444/- |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. An introduction to fixed income markets <br/>2. Basics of fixed income securities <br/>3. Basics of interest rate risk management <br/>4. Basic refinements in interest rate risk management <br/>5. Interest rate derivatives: forwards and swaps <br/>6. Interest rate derivatives: futures and options <br/>7. Inflation, monetary policy, and the federal funds rate <br/>8. Basics of residential mortgage backed securities <br/>9. One step binomial trees <br/>10. Multi-step binomial trees <br/>11. Risk neutral trees and derivative pricing <br/>12. American options <br/>13. Monte Carlo simulation on trees <br/>14. Interest rate models in continuous time <br/>15. No arbitrage and the pricing of interest rate securities <br/>16. Dynamic hedging and relative value trades <br/>17. Risk neutral pricing and Monte Carlo simulations <br/>18. The risk and return of interest rate securities <br/>19. No arbitrage models and standard derivatives <br/>20. The market model for standard derivatives <br/>21. Forward risk neutral pricing and the Labor market model <br/>22. Multi factor models. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Providing a description of the forces that affect the valuation, risk and return of fixed income securities, this text outlines the importance of parameter data and the role of financial models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Fixed - income securities |
| -- | Risk management |
| -- | United States |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 20/06/2016 | OD1060215510X 02/06/2011 | 3.00 | 1 | 658.155 VER | 40554 | 28/05/2013 | 28/05/2013 | 22/06/2019 | Books |