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- catalog contributor b10083885.
- catalog created "[1997]".
- catalog date "1997".
- catalog date "[1997]".
- catalog dateCopyrighted "[1997]".
- catalog description "System requirements: IBM or compatible PC.".
- catalog description "Yield curve models: a mathematical review / Kerry Back -- Computational aspects of term structure models and pricing interest rate derivatives / Les Clewlow, Stewart Hodges, Kin Pang, and Chris Strickland -- Fundamental approach for forecasting interest rates with an application to the deutsche mark yield curve / Christian L. Dunis -- Graver risk measure / Paul Graver -- Market versus accounting-based measures of default risk / J.A. McQuown -- Calculating average life for bonds with embedded options / Gunnar Klinkhammer, Robert Navin, and Barry Ryan -- Black-Scholes approximation of complex option values: the cases of European compound call options and equity warrants / Alain Bensoussan, Michel Crouhy, and Dan Galai -- Convertible bonds and preferred shares / Izzy Nelken -- New approach to evaluating mortgage-backed securities / Gifford Fong, Dunmu Ji, and Daizhan Cheng -- Index, asset, and mortgage swaps / Ravit Efraty -- Pricing derivatives on risky bonds as applied to emerging markets / P. Claderini, V. Finkelstein, and B.Y. Gelfand -- Interest rates and life insurance / J.P. Hunziker and P. Koch-Medina -- Options on volatility / Menachem Brenner and Dan Galai.".
- catalog extent "xxiv, 305 p. :".
- catalog identifier "0786308184".
- catalog issued "1997".
- catalog issued "[1997]".
- catalog language "eng".
- catalog publisher "Chicago : Irwin Professional Pub.,".
- catalog requires "System requirements: IBM or compatible PC.".
- catalog subject "332.63/23 20".
- catalog subject "Bonds.".
- catalog subject "Derivative securities.".
- catalog subject "HG4651 .O68 1997".
- catalog subject "Options (Finance)".
- catalog tableOfContents "Yield curve models: a mathematical review / Kerry Back -- Computational aspects of term structure models and pricing interest rate derivatives / Les Clewlow, Stewart Hodges, Kin Pang, and Chris Strickland -- Fundamental approach for forecasting interest rates with an application to the deutsche mark yield curve / Christian L. Dunis -- Graver risk measure / Paul Graver -- Market versus accounting-based measures of default risk / J.A. McQuown -- Calculating average life for bonds with embedded options / Gunnar Klinkhammer, Robert Navin, and Barry Ryan -- Black-Scholes approximation of complex option values: the cases of European compound call options and equity warrants / Alain Bensoussan, Michel Crouhy, and Dan Galai -- Convertible bonds and preferred shares / Izzy Nelken -- New approach to evaluating mortgage-backed securities / Gifford Fong, Dunmu Ji, and Daizhan Cheng -- Index, asset, and mortgage swaps / Ravit Efraty -- Pricing derivatives on risky bonds as applied to emerging markets / P. Claderini, V. Finkelstein, and B.Y. Gelfand -- Interest rates and life insurance / J.P. Hunziker and P. Koch-Medina -- Options on volatility / Menachem Brenner and Dan Galai.".
- catalog title "Option-embedded bonds : price analysis, credit risk and investment strategies / Israel Nelken, editor.".
- catalog type "text".