INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780471737148 (cloth/cd-rom)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
E-6881
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Dynamic term structure modeling
General Material Designation
[Book]
Other Title Information
:the fixed income valuation course
First Statement of Responsibility
/ Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J.
Name of Publisher, Distributor, etc.
: John Wiley & Sons
Date of Publication, Distribution, etc.
, 2007.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxxvi, 683 p. , ill. , 24 cm. +, 1 CD-ROM (4 3/4 in.)
SERIES
Series Title
(Wiley finance.)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 647-657) and index.
CONTENTS NOTE
Text of Note
A simple introduction to continuous-time stochastic processes -- Arbitrage-free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM forward rate models -- The LIBOR market model.
SERIES
Title
Wiley finance series
TOPICAL NAME USED AS SUBJECT
Finance
Stochastic processes
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG101
Book number
.
N39
2007
PERSONAL NAME - PRIMARY RESPONSIBILITY
Nawalkha, Sanjay K.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Belieaieva, Natalسieai A.$1 (B(Natalسieai Anatolسevna),$1 (B1975-
Soto, Gloria M
ORIGINATING SOURCE
Country
ایران
old catalog
p
BL
1
a
Y
