Fixed income modelling / (Record no. 22961)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01347cam a22002415a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 161101s2015 enka frb f001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780198716440 |
| 040 ## - CATALOGING SOURCE | |
| Language of cataloging | eng |
| Modifying agency | EG-ScBUE |
| -- | EG-ScBUE |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.632044 |
| Edition number | 22 |
| Item number | MUN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Munk, Claus. |
| 245 10 - TITLE STATEMENT | |
| Title | Fixed income modelling / |
| Statement of responsibility, etc | Claus Munk. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Oxford ; |
| -- | New York : |
| Name of publisher, distributor, etc | Oxford University Press, |
| Date of publication, distribution, etc | 2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 556 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | Index : p. [553]-556. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Bibliography : p. 535-551. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction and overview -- Extracting yield curves from bond prices -- Stochastic processes and stochastic calculus -- A review of general asset pricing theory -- The economics of the term structure of interest rates -- Fixed income securities -- One-factor diffusion models -- Multi-factor diffusion models -- Calibration of diffusion models -- Heath-Jarrow-Morton models -- Market models -- The Measurement and management of interest rate risk -- Defaultable bonds and credit derivatives -- Mortgages and Mortgage-backed securities -- Stock and currency derivatives when interest rates are stochastic -- Numerical techniques. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | shima |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Fixed-income securities |
| General subdivision | Econometric models. |
| Source of heading or term | BUEsh |
| 651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
| Source of heading or term | BUEsh |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Resource For college | BAEPS, Business Administration |
| Arrived date list | November2016 |
| -- | December2016 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) | |
| -- | 2017-01-04 |
| Withdrawn status | Item status | Source of classification or shelving scheme | Damaged status | Not for loan | Vendor | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Serial Enumeration / chronology | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Baccah | Central Library | Central Library | First floor | 01/11/2016 | Purchase | 450.00 | 25846 | 332.632044 MUN | 000045191 | 11/06/2024 | 562.50 | Book - Borrowing | |||||
| Dewey Decimal Classification | Baccah | Central Library | Central Library | First floor | 01/11/2016 | Purchase | 450.00 | 25846 | 332.632044 MUN | 000045192 | 11/06/2024 | 562.50 | Book - Borrowing | |||||
| Dewey Decimal Classification | ايمك | Central Library | Central Library | First floor | 04/01/2017 | Purchase | 431.00 | 3398 | 332.632044 MUN | 000040735 | 11/06/2024 | 538.75 | Book - Borrowing |